FPGA Based Accelerators for Financial Applications

Editors: de Schryver, Christian (Ed.)

  • Provides a single-source reference for understanding benefits, risks and other effects of using FPGAs in finance
  • Describes a holistic approach to user requirements, algorithmic needs, system integration issues and low-level architectural details
  • Enables interdisciplinary solutions that typically require expertise from hardware engineers, software architects and IT managers to create a successful platform that is usable, flexible, fast and energy efficient
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eBook 74,96 €
price for France (gross)
valable jusqu'au 5 novembre 2017
  • ISBN 978-3-319-15407-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 94,94 €
price for France (gross)
valable jusqu'au 5 novembre 2017
  • ISBN 978-3-319-15406-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover 94,94 €
price for France (gross)
valable jusqu'au 5 novembre 2017
  • ISBN 978-3-319-36278-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers and quants/programmers who think about integrating FPGAs into their current IT systems.

About the authors

Dr.-Ing. Christian De Schryver graduated in Information Technology in 2008 and received a PhD in Electrical Engineering in 2014, both from the University in Kaiserslautern, Germany. At this place, he is currently a Post-Doc and Senior Member of the Customized High Performance Computing (CHPC) research team within the Microelectronic Systems Design Research Group headed by Prof. Dr. Norbert Wehn. His research interests are design methodologies for application-tailored heterogeneous execution platforms, hardware accelerators for supercomputing applications (in particular finance and big data processing) and system-level design flows.

Table of contents (11 chapters)

  • 10 Computational Challenges in Finance

    Desmettre, Sascha (et al.)

    Pages 1-31

    Preview Buy Chapter 29,94 €
  • From Model to Application: Calibration to Market Data

    Sayer, Tilman (et al.)

    Pages 33-54

    Preview Buy Chapter 29,94 €
  • Comparative Study of Acceleration Platforms for Heston’s Stochastic Volatility Model

    Delivorias, Christos

    Pages 55-74

    Preview Buy Chapter 29,94 €
  • Towards Automated Benchmarking and Evaluation of Heterogeneous Systems in Finance

    Schryver, Christian (et al.)

    Pages 75-95

    Preview Buy Chapter 29,94 €
  • Is High Level Synthesis Ready for Business? An Option Pricing Case Study

    Inggs, Gordon (et al.)

    Pages 97-115

    Preview Buy Chapter 29,94 €

Buy this book

eBook 74,96 €
price for France (gross)
valable jusqu'au 5 novembre 2017
  • ISBN 978-3-319-15407-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 94,94 €
price for France (gross)
valable jusqu'au 5 novembre 2017
  • ISBN 978-3-319-15406-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover 94,94 €
price for France (gross)
valable jusqu'au 5 novembre 2017
  • ISBN 978-3-319-36278-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
FPGA Based Accelerators for Financial Applications
Editors
  • Christian de Schryver
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-15407-7
DOI
10.1007/978-3-319-15407-7
Hardcover ISBN
978-3-319-15406-0
Softcover ISBN
978-3-319-36278-6
Edition Number
1
Number of Pages
XVIII, 273
Number of Illustrations and Tables
25 b/w illustrations, 47 illustrations in colour
Topics