Computational finance acceleration using CUDA on graphics processing units

• المؤلف الرئيسي: Kanoria, Kanishk
• مؤلفون آخرون: School of Computer Engineering
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Engineering::Computer science and engineering
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/59204

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...