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Binomial Options Pricing Model Code for Intel® Xeon Phi™ Coprocessor

Published on May 14, 2014, updated May 22, 2019By Li, Shuo

Introduction

The Binomial Options Pricing Model (BOPM) is a generalized numerical method used to value options in the quantitative Financial...

Tuning Guides and Performance Analysis Papers

Microarchitecture-specific guides to tuning and optimizing application performance with Intel® VTune™ Amplifier.

Episode 4.1 - SIMD Parallelism and Intrinsics

Part 1: SIMD Parallelism and Intrinsics

Last updated: February 28, 2019Video length: 6 min

A discussion of expressing data parallelism.

Episode 4.2 Automatic Vectorization and Array Notation

Part 2: Automatic Vectorization and Array Notation

Last updated: February 28, 2019Video length: 6 min

Automatic Vectorization and Cilk Plus Array Notation.

Episode 4.3 Vector Dependence, Pointer Disambiguation and SIMD-Enabled Functions

Part 3: Vector Dependence, Pointer Disambiguation, and SIMD-Enabled Functions

Last updated: February 28, 2019Video length: 8 min

Some of the potential problems with vectorization.

Episode 4.4 Thread Parallelism and OpenMP*

Part 4: Thread Parallelism and OpenMP*

Last updated: February 28, 2019Video length: 3 min

OpenMP* thread parallelism.

Episode 4.5 Parallel Loops, Private and Shared Variables, Scheduling

Part 5: Parallel Loops, Private and Shared Variables, Scheduling

Last updated: February 28, 2019Video length: 4 min

Private/shared variables, parallel loops, scheduling.

Episode 4.6 Fork-Join Model OpenMP* Tasks

Part 6: Fork-Join Model OpenMP* Tasks

Last updated: February 28, 2019Video length: 3 min

Fork-Join parallelism

Episode 4.7 Race Conditions and Mutexes

Part 7: Race Conditions and Mutexes

Last updated: February 28, 2019Video length: 6 min

Race Conditions, Mutexes.

Episode 4.8 Parallel Reduction

Part 8: Parallel Reduction

Last updated: February 28, 2019Video length: 4 min

Parallel reduction in loops.

Episode 4.9 Distributed-memory Parallelism and MPI

Part 9: Distributed-Memory Parallelism and MPI

Last updated: February 28, 2019Video length: 6 min

Message Passing Interface (MPI).

Episode 5.1 - Optimization roadmap

Part 1: Optimization Roadmap

Last updated: February 28, 2019Video length: 4 min

Optimization steps required for performance.

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