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Overview of Summary Statistics (SS) in Intel® MKL

 

作者: 最后更新时间: 2019/03/27 - 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.

作者: Zhang, Zhang (Intel) 最后更新时间: 2018/05/25 - 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
作者: 最后更新时间: 2018/12/12 - 08:20
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Monte Carlo Method for Stock Options Pricing Sample

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作者: 最后更新时间: 2019/05/31 - 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).
作者: Artem G. (Intel) 最后更新时间: 2019/07/04 - 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.
作者: Nimisha R. (Intel) 最后更新时间: 2018/12/12 - 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.
作者: Mike P. (Intel) 最后更新时间: 2019/03/21 - 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.
作者: Sravani K. (Intel) 最后更新时间: 2019/01/31 - 10:29