Computational finance acceleration using CUDA on graphics processing units

• Main Author: Kanoria, Kanishk
• Other Authors: School of Computer Engineering
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: http://hdl.handle.net/10356/59204
• Institution: Nanyang Technological University

The computation of fair prices for options has become an increasingly intrinsic aspect of finance today. In an era of supercomputing, there is a demand to perform calculations quicker and achieve accurate results to complex problems like never envisaged previously. GPUs and FPGAs have dawned as...