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FPGA Based Accelerators for Financial Applications

  • Christian De Schryver

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Sascha Desmettre, Ralf Korn
    Pages 1-31
  3. Tilman Sayer, Jörg Wenzel
    Pages 33-54
  4. Christian De Schryver, Carolina Pereira Nogueira
    Pages 75-95
  5. Gordon Inggs, Shane Fleming, David B. Thomas, Wayne Luk
    Pages 97-115
  6. Mohammadsadegh Sadri, Christian De Schryver, Norbert Wehn
    Pages 117-141
  7. Javier Alejandro Varela, Christian Brugger, Songyin Tang, Norbert Wehn, Ralf Korn
    Pages 143-166
  8. Christian Brugger, Christian De Schryver, Norbert Wehn
    Pages 167-190
  9. Steffen Omland, Mario Hefter, Klaus Ritter, Christian Brugger, Christian De Schryver, Norbert Wehn et al.
    Pages 191-220
  10. Gongda Liu, Christian Brugger, Christian De Schryver, Norbert Wehn
    Pages 221-242
  11. Tobias Becker, Oskar Mencer, Stephen Weston, Georgi Gaydadjiev
    Pages 243-266
  12. Back Matter
    Pages 267-273

About this book

Introduction

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.

Keywords

Automated Risk and Asset Management FPGA FPGAs for Trading Applications Monte Carlo Simulations Reconfigurable Architectures Reconfigurable Computing

Editors and affiliations

  • Christian De Schryver
    • 1
  1. 1.University of KaiserslauternKaiserslauternGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-15407-7
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Engineering
  • Print ISBN 978-3-319-15406-0
  • Online ISBN 978-3-319-15407-7
  • Buy this book on publisher's site