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FPGA Based Accelerators for Financial Applications
English
385 b
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This book summarizes the state-of-the-art for reconfigurable hardware architectures, or field-programmable gate arrays (FPGAs) used in financial systems, bringing together experiences and first results from ongoing research. Authors include authorities from domains such as IT, hardware design and finance, who have already dared to use reconfigurable architectures for modern risk and asset management. Readers will learn how FPGAs can help to increase both speed and energy efficiency of financial computations, saving more than 90% of energy compared to CPUs and GPGPUs when used for option pricing tasks. The authors describe the complete algorithm-to-hardware flow holistically, so that this book serves as a hands-on guide for IT managers in finance and quants/programmers that implement the actual pricing algorithms on execution hardware platforms.
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