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Overview of Summary Statistics (SS) in Intel® MKL

 

Autor Última actualización 27/03/2019 - 12:20
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Optimize Financial Applications using Intel® Math Kernel Library

Intel® Math Kernel Library (Intel® MKL) contains a wealth of highly optimized math functions that are fundamental to a wide variety of Financial Applications.

Autor Zhang, Zhang (Intel) Última actualización 25/05/2018 - 15:30
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Non-Obvious Implementation Choices for the Monte Carlo Simulation

This article was written for the Monte Carlo Simulation of European Swaptions sample
Autor Última actualización 12/12/2018 - 08:20
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Monte Carlo Method for Stock Options Pricing Sample

Download for Windows*

Autor Última actualización 31/05/2019 - 14:40
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Multithreaded Code Optimization in PARSEC* 3.0: BlackScholes

Learn about the Blach-Scholes benchmark, part of the benchmark suite of multithreaded programs that comprise the Princeton Application Repository for Shared-Memory Computers (PARSEC).
Autor Artem G. (Intel) Última actualización 04/07/2019 - 21:42
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Optimize Data Layout with SIMD Templates

Contrast results for manually tuning financial data and using data layout templates in the Intel® C++ Compiler.
Autor Nimisha R. (Intel) Última actualización 12/12/2018 - 18:00
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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 21/03/2019 - 12:00
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User Defined Induction in OpenMP* with Intel® C++ Compiler

Intel® C++ Compiler 19.0 supports General Induction, a proposed OpenMP* 5.0 feature as an extension to the existing linear clause.
Autor Sravani K. (Intel) Última actualización 31/01/2019 - 10:29