Optimizing Correlation Analysis of Financial Market Data Streams Using Intel® Math Kernel Library

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Автор: Zhang, Zhang (Intel) Последнее обновление: 06.07.2019 - 16:30

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.
Автор: админ Последнее обновление: 01.10.2019 - 14:31

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.
Автор: админ Последнее обновление: 01.10.2019 - 14:37