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Parallel Universe Magazine - Issue 12, November 2012

Autor admin Última actualización 12/12/2018 - 18:08
Article

Monte-Carlo simulation on Asian Options Pricing

This is an exercise in performance optimization on heterogeneous Intel architecture systems based on multi-core processors and manycore (MIC) coprocessors.
Autor Mike P. (Intel) Última actualización 30/09/2019 - 17:28
Article

Analysis and Optimization of Financial Analytics Benchmark on Modern Multi- and Many-core IA-Based Architectures

By Mikhail Smelyanskiy, Jason Sewall, Dhiraj D.

Autor Belinda Liviero (Intel) Última actualización 02/10/2019 - 13:38
Article

Case Study: Achieving High Performance on Monte Carlo European Option Using Stepwise Optimization Framework

Read this case study that discusses the Monte Carlo method of statistical computing to solve complex scientific computing problems.
Autor Última actualización 03/10/2019 - 08:02
Article

Recipe: The Black-Scholes-Merton Formula Optimization for Intel® Xeon Phi™ Processor

Financial derivative pricing is a cornerstone of quantitative finance. The most common form of financial derivatives is common stock options, which are contracts between two parties regarding buying or selling an asset (specifically shares of stock) at a certain time at an agreed price.
Autor admin Última actualización 15/10/2019 - 15:30
Article

Recipe: Monte Carlo European Option Pricing for Intel® Xeon Phi® Processor

This article covers the Monte Carlo Methods using a simple quasi random number generator.
Autor admin Última actualización 15/10/2019 - 15:30
Article

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

Introduction
Autor Li, Shuo (Intel) Última actualización 15/10/2019 - 15:30
Article
Article

Monte Carlo Method for Stock Options Pricing Sample

Download for Windows*

Autor Última actualización 15/10/2019 - 16:50
Article

Intel Solutions and Technologies for the Evolving Data Center

  One Stop for Optimizing Your Data Center From AI to Big Data to HPC: End-to-end Solutions
Autor admin Última actualización 15/10/2019 - 17:00