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用于亚洲期权定价的 Monte Carlo 模拟

This is an exercise in performance optimization on heterogeneous Intel architecture systems based on multi-core processors and manycore (MIC) coprocessors.
作者: Mike P. (Intel) 最后更新时间: 2019/09/30 - 17:30
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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.
作者: Mike P. (Intel) 最后更新时间: 2019/09/30 - 17:28
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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.
作者: 管理 最后更新时间: 2019/10/15 - 15:30
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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.
作者: 管理 最后更新时间: 2019/10/15 - 15:30
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