Spread Option Pricing on Single-Core and Parallel Computing Architectures

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (139 download)

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Book Synopsis Spread Option Pricing on Single-Core and Parallel Computing Architectures by : Mesias Alfeus

Download or read book Spread Option Pricing on Single-Core and Parallel Computing Architectures written by Mesias Alfeus and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper introduces parallel computation for spread options using two-dimensional Fourier transform. Spread options are multi-asset options whose payoffs depend on the difference of two underlying financial securities. Pricing these securities, however, cannot be done using closed-form methods; as such, we propose an algorithm which employs the fast Fourier Transform (FFT) method to numerically solve spread option prices in a reasonable amount of short time while preserving the pricing accuracy. Our results indicate a significant increase in computational performance when the algorithm is performed on multiple CPU cores and GPU. Moreover, the literature on spread option pricing using FFT methods documents that the pricing accuracy increases with FFT grid size while the computational speed has opposite effect. By using the multi-core/GPU implementation, the trade-off between pricing accuracy and speed is taken into account effectively.

Real Perspective of Fourier Transforms and Current Developments in Superconductivity

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Publisher : BoD – Books on Demand
ISBN 13 : 1839623977
Total Pages : 154 pages
Book Rating : 4.8/5 (396 download)

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Book Synopsis Real Perspective of Fourier Transforms and Current Developments in Superconductivity by : Juan Manuel Velazquez Arcos

Download or read book Real Perspective of Fourier Transforms and Current Developments in Superconductivity written by Juan Manuel Velazquez Arcos and published by BoD – Books on Demand. This book was released on 2021-07-21 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a comprehensive overview of Fourier transforms and the treatment of superconductivity under the vision of the electromagnetic properties of superconductors. It begins with the latest applications and mathematical properties of Fourier transforms and the structure of quantum Fourier operators and fast summations of truncated Fourier series. Then, the book covers topics like tissue engineering, regenerative therapies, and medical imaging systems in medicine. In addition, the book addresses superconductivity subjects, the Lomb–Scargle periodogram on time series, biomedical signals, and two-dimensional Fourier series.

Reconfigurable Computing: Architectures, Tools and Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3642283640
Total Pages : 399 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Reconfigurable Computing: Architectures, Tools and Applications by : Oliver Choy

Download or read book Reconfigurable Computing: Architectures, Tools and Applications written by Oliver Choy and published by Springer Science & Business Media. This book was released on 2012-03-02 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 8th International Symposium on Reconfigurable Computing: Architectures, Tools and Applications, ARC 2012, held in Hongkong, China, in March 2012. The 35 revised papers presented, consisting of 25 full papers and 10 poster papers were carefully reviewed and selected from 44 submissions. The topics covered are applied RC design methods and tools, applied RC architectures, applied RC applications and critical issues in applied RC.

Parallel Option Pricing with Fourier Space Time-Stepping Method on Graphics Processing Units

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Parallel Option Pricing with Fourier Space Time-Stepping Method on Graphics Processing Units by : Vladimir Surkov

Download or read book Parallel Option Pricing with Fourier Space Time-Stepping Method on Graphics Processing Units written by Vladimir Surkov and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the evolution of Graphics Processing Units (GPUs) into powerful and cost-efficient computing architectures, their range of application has expanded tremendously, especially in the area of computational finance. Current research in the area, however, is limited in terms of options priced and complexity of stock price models. This paper presents algorithms, based on the Fourier Space Time-stepping (FST) method, for pricing single and multi-asset European and American options with Levy underliers on a GPU. Furthermore, the single-asset pricing algorithm is parallelized to attain greater efficiency.

Parallel Computing

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Publisher : IOS Press
ISBN 13 : 1607505290
Total Pages : 760 pages
Book Rating : 4.6/5 (75 download)

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Book Synopsis Parallel Computing by : Barbara Chapman

Download or read book Parallel Computing written by Barbara Chapman and published by IOS Press. This book was released on 2010 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt: From Multicores and GPUs to Petascale. Parallel computing technologies have brought dramatic changes to mainstream computing the majority of todays PCs, laptops and even notebooks incorporate multiprocessor chips with up to four processors. Standard components are increasingly combined with GPUs Graphics Processing Unit, originally designed for high-speed graphics processing, and FPGAs Free Programmable Gate Array to build parallel computers with a wide spectrum of high-speed processing functions. The scale of this powerful hardware is limited only by factors such as energy consumption and thermal control. However, in addition to"

Introduction to Parallel Computing

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Publisher : Pearson Education
ISBN 13 : 9780201648652
Total Pages : 664 pages
Book Rating : 4.6/5 (486 download)

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Book Synopsis Introduction to Parallel Computing by : Ananth Grama

Download or read book Introduction to Parallel Computing written by Ananth Grama and published by Pearson Education. This book was released on 2003 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete source of information on almost all aspects of parallel computing from introduction, to architectures, to programming paradigms, to algorithms, to programming standards. It covers traditional Computer Science algorithms, scientific computing algorithms and data intensive algorithms.

Programming Massively Parallel Processors

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Publisher : Newnes
ISBN 13 : 0123914183
Total Pages : 519 pages
Book Rating : 4.1/5 (239 download)

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Book Synopsis Programming Massively Parallel Processors by : David B. Kirk

Download or read book Programming Massively Parallel Processors written by David B. Kirk and published by Newnes. This book was released on 2012-12-31 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: Programming Massively Parallel Processors: A Hands-on Approach, Second Edition, teaches students how to program massively parallel processors. It offers a detailed discussion of various techniques for constructing parallel programs. Case studies are used to demonstrate the development process, which begins with computational thinking and ends with effective and efficient parallel programs. This guide shows both student and professional alike the basic concepts of parallel programming and GPU architecture. Topics of performance, floating-point format, parallel patterns, and dynamic parallelism are covered in depth. This revised edition contains more parallel programming examples, commonly-used libraries such as Thrust, and explanations of the latest tools. It also provides new coverage of CUDA 5.0, improved performance, enhanced development tools, increased hardware support, and more; increased coverage of related technology, OpenCL and new material on algorithm patterns, GPU clusters, host programming, and data parallelism; and two new case studies (on MRI reconstruction and molecular visualization) that explore the latest applications of CUDA and GPUs for scientific research and high-performance computing. This book should be a valuable resource for advanced students, software engineers, programmers, and hardware engineers. New coverage of CUDA 5.0, improved performance, enhanced development tools, increased hardware support, and more Increased coverage of related technology, OpenCL and new material on algorithm patterns, GPU clusters, host programming, and data parallelism Two new case studies (on MRI reconstruction and molecular visualization) explore the latest applications of CUDA and GPUs for scientific research and high-performance computing

Proceedings of International Conference on Cloud Computing and eGovernance (ICCCEG 2012)

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Publisher : TECHNO FORUM R&D CENTRE
ISBN 13 : 819205750X
Total Pages : 125 pages
Book Rating : 4.1/5 (92 download)

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Book Synopsis Proceedings of International Conference on Cloud Computing and eGovernance (ICCCEG 2012) by : K. Kokula Krishna Hari, Geetam Singh Tomar, E Saikishore, Tai-hoon Kim

Download or read book Proceedings of International Conference on Cloud Computing and eGovernance (ICCCEG 2012) written by K. Kokula Krishna Hari, Geetam Singh Tomar, E Saikishore, Tai-hoon Kim and published by TECHNO FORUM R&D CENTRE. This book was released on with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Real Perspective of Fourier Transforms and Current Developments in Superconductivity

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Publisher :
ISBN 13 : 9781839623981
Total Pages : 0 pages
Book Rating : 4.6/5 (239 download)

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Book Synopsis Real Perspective of Fourier Transforms and Current Developments in Superconductivity by : Juan Manuel Velazquez Arcos

Download or read book Real Perspective of Fourier Transforms and Current Developments in Superconductivity written by Juan Manuel Velazquez Arcos and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book presents a comprehensive overview of Fourier transforms and the treatment of superconductivity under the vision of the electromagnetic properties of superconductors. It begins with the latest applications and mathematical properties of Fourier transforms and the structure of quantum Fourier operators and fast summations of truncated Fourier series. Then, the book covers topics like tissue engineering, regenerative therapies, and medical imaging systems in medicine. In addition, the book addresses superconductivity subjects, the Lomb0́3Scargle periodogram on time series, biomedical signals, and two-dimensional Fourier series."--Publisher's description.

Cyberspace Mimic Defense

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Publisher : Springer Nature
ISBN 13 : 3030298442
Total Pages : 735 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Cyberspace Mimic Defense by : Jiangxing Wu

Download or read book Cyberspace Mimic Defense written by Jiangxing Wu and published by Springer Nature. This book was released on 2019-12-02 with total page 735 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses uncertain threats, which are caused by unknown attacks based on unknown vulnerabilities or backdoors in the information system or control devices and software/hardware. Generalized robustness control architecture and the mimic defense mechanisms are presented in this book, which could change “the easy-to-attack and difficult-to-defend game” in cyberspace. The endogenous uncertain effects from the targets of the software/hardware based on this architecture can produce magic “mimic defense fog”, and suppress in a normalized mode random disturbances caused by physical or logic elements, as well as effects of non-probability disturbances brought by uncertain security threats. Although progress has been made in the current security defense theories in cyberspace and various types of security technologies have come into being, the effectiveness of such theories and technologies often depends on the scale of the prior knowledge of the attackers, on the part of the defender and on the acquired real-timing and accuracy regarding the attackers’ behavior features and other information. Hence, there lacks an efficient active defense means to deal with uncertain security threats from the unknown. Even if the bottom-line defense technologies such as encrypted verification are adopted, the security of hardware/software products cannot be quantitatively designed, verified or measured. Due to the “loose coupling” relationship and border defense modes between the defender and the protected target, there exist insurmountable theoretical and technological challenges in the protection of the defender and the target against the utilization of internal vulnerabilities or backdoors, as well as in dealing with attack scenarios based on backdoor-activated collaboration from both inside and outside, no matter how augmented or accumulated protective measures are adopted. Therefore, it is urgent to jump out of the stereotyped thinking based on conventional defense theories and technologies, find new theories and methods to effectively reduce the utilization of vulnerabilities and backdoors of the targets without relying on the priori knowledge and feature information, and to develop new technological means to offset uncertain threats based on unknown vulnerabilities and backdoors from an innovative perspective. This book provides a solution both in theory and engineering implementation to the difficult problem of how to avoid the uncontrollability of product security caused by globalized marketing, COTS and non-trustworthy software/hardware sources. It has been proved that this revolutionary enabling technology has endowed software/hardware products in IT/ICT/CPS with endogenous security functions and has overturned the attack theories and methods based on hardware/software design defects or resident malicious codes. This book is designed for educators, theoretical and technological researchers in cyber security and autonomous control and for business technicians who are engaged in the research on developing a new generation of software/hardware products by using endogenous security enabling technologies and for other product users. Postgraduates in IT/ICT/CPS/ICS will discover that (as long as the law of “structure determines the nature and architecture determines the security is properly used), the problem of software/hardware design defects or malicious code embedding will become the swelling of Achilles in the process of informationization and will no longer haunt Pandora’s box in cyberspace. Security and opening-up, advanced progressiveness and controllability seem to be contradictory, but there can be theoretically and technologically unified solutions to the problem.

Parallel Computing

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Publisher : IOS Press
ISBN 13 : 158603796X
Total Pages : 824 pages
Book Rating : 4.5/5 (86 download)

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Book Synopsis Parallel Computing by : Christian Bischof

Download or read book Parallel Computing written by Christian Bischof and published by IOS Press. This book was released on 2008 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt: ParCo2007 marks a quarter of a century of the international conferences on parallel computing that started in Berlin in 1983. The aim of the conference is to give an overview of the developments, applications and future trends in high-performance computing for various platforms.

Parallel and High Performance Computing

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Publisher : Simon and Schuster
ISBN 13 : 1638350388
Total Pages : 702 pages
Book Rating : 4.6/5 (383 download)

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Book Synopsis Parallel and High Performance Computing by : Robert Robey

Download or read book Parallel and High Performance Computing written by Robert Robey and published by Simon and Schuster. This book was released on 2021-08-24 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parallel and High Performance Computing offers techniques guaranteed to boost your code’s effectiveness. Summary Complex calculations, like training deep learning models or running large-scale simulations, can take an extremely long time. Efficient parallel programming can save hours—or even days—of computing time. Parallel and High Performance Computing shows you how to deliver faster run-times, greater scalability, and increased energy efficiency to your programs by mastering parallel techniques for multicore processor and GPU hardware. About the technology Write fast, powerful, energy efficient programs that scale to tackle huge volumes of data. Using parallel programming, your code spreads data processing tasks across multiple CPUs for radically better performance. With a little help, you can create software that maximizes both speed and efficiency. About the book Parallel and High Performance Computing offers techniques guaranteed to boost your code’s effectiveness. You’ll learn to evaluate hardware architectures and work with industry standard tools such as OpenMP and MPI. You’ll master the data structures and algorithms best suited for high performance computing and learn techniques that save energy on handheld devices. You’ll even run a massive tsunami simulation across a bank of GPUs. What's inside Planning a new parallel project Understanding differences in CPU and GPU architecture Addressing underperforming kernels and loops Managing applications with batch scheduling About the reader For experienced programmers proficient with a high-performance computing language like C, C++, or Fortran. About the author Robert Robey works at Los Alamos National Laboratory and has been active in the field of parallel computing for over 30 years. Yuliana Zamora is currently a PhD student and Siebel Scholar at the University of Chicago, and has lectured on programming modern hardware at numerous national conferences. Table of Contents PART 1 INTRODUCTION TO PARALLEL COMPUTING 1 Why parallel computing? 2 Planning for parallelization 3 Performance limits and profiling 4 Data design and performance models 5 Parallel algorithms and patterns PART 2 CPU: THE PARALLEL WORKHORSE 6 Vectorization: FLOPs for free 7 OpenMP that performs 8 MPI: The parallel backbone PART 3 GPUS: BUILT TO ACCELERATE 9 GPU architectures and concepts 10 GPU programming model 11 Directive-based GPU programming 12 GPU languages: Getting down to basics 13 GPU profiling and tools PART 4 HIGH PERFORMANCE COMPUTING ECOSYSTEMS 14 Affinity: Truce with the kernel 15 Batch schedulers: Bringing order to chaos 16 File operations for a parallel world 17 Tools and resources for better code

Many-Core Computing

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Publisher : Computing and Networks
ISBN 13 : 1785615823
Total Pages : 601 pages
Book Rating : 4.7/5 (856 download)

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Book Synopsis Many-Core Computing by : Bashir M. Al-Hashimi

Download or read book Many-Core Computing written by Bashir M. Al-Hashimi and published by Computing and Networks. This book was released on 2019-04 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary aim of this book is to provide a timely and coherent account of the recent advances in many-core computing research. Starting with programming models, operating systems and their applications; it presents runtime management techniques, followed by system modelling, verification and testing methods, and architectures and systems.

Real World Haskell

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Publisher : "O'Reilly Media, Inc."
ISBN 13 : 0596554303
Total Pages : 714 pages
Book Rating : 4.5/5 (965 download)

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Book Synopsis Real World Haskell by : Bryan O'Sullivan

Download or read book Real World Haskell written by Bryan O'Sullivan and published by "O'Reilly Media, Inc.". This book was released on 2008-11-15 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt: This easy-to-use, fast-moving tutorial introduces you to functional programming with Haskell. You'll learn how to use Haskell in a variety of practical ways, from short scripts to large and demanding applications. Real World Haskell takes you through the basics of functional programming at a brisk pace, and then helps you increase your understanding of Haskell in real-world issues like I/O, performance, dealing with data, concurrency, and more as you move through each chapter.

Heterogeneous Computing Architectures

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Publisher : CRC Press
ISBN 13 : 0429680031
Total Pages : 315 pages
Book Rating : 4.4/5 (296 download)

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Book Synopsis Heterogeneous Computing Architectures by : Olivier Terzo

Download or read book Heterogeneous Computing Architectures written by Olivier Terzo and published by CRC Press. This book was released on 2019-09-10 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Heterogeneous Computing Architectures: Challenges and Vision provides an updated vision of the state-of-the-art of heterogeneous computing systems, covering all the aspects related to their design: from the architecture and programming models to hardware/software integration and orchestration to real-time and security requirements. The transitions from multicore processors, GPU computing, and Cloud computing are not separate trends, but aspects of a single trend-mainstream; computers from desktop to smartphones are being permanently transformed into heterogeneous supercomputer clusters. The reader will get an organic perspective of modern heterogeneous systems and their future evolution.

Genetic Programming Theory and Practice VI

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Publisher : Springer Science & Business Media
ISBN 13 : 0387876235
Total Pages : 281 pages
Book Rating : 4.3/5 (878 download)

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Book Synopsis Genetic Programming Theory and Practice VI by : Rick Riolo

Download or read book Genetic Programming Theory and Practice VI written by Rick Riolo and published by Springer Science & Business Media. This book was released on 2008-11-01 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic Programming Theory and Practice VI was developed from the sixth workshop at the University of Michigan’s Center for the Study of Complex Systems to facilitate the exchange of ideas and information related to the rapidly advancing field of Genetic Programming (GP). Contributions from the foremost international researchers and practitioners in the GP arena examine the similarities and differences between theoretical and empirical results on real-world problems. The text explores the synergy between theory and practice, producing a comprehensive view of the state of the art in GP application. These contributions address several significant interdependent themes which emerged from this year’s workshop, including: (1) Making efficient and effective use of test data. (2) Sustaining the long-term evolvability of our GP systems. (3) Exploiting discovered subsolutions for reuse. (4) Increasing the role of a Domain Expert.

Computer Organization and Design RISC-V Edition

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Publisher : Morgan Kaufmann
ISBN 13 : 0128122765
Total Pages : 700 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Computer Organization and Design RISC-V Edition by : David A. Patterson

Download or read book Computer Organization and Design RISC-V Edition written by David A. Patterson and published by Morgan Kaufmann. This book was released on 2017-05-12 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new RISC-V Edition of Computer Organization and Design features the RISC-V open source instruction set architecture, the first open source architecture designed to be used in modern computing environments such as cloud computing, mobile devices, and other embedded systems. With the post-PC era now upon us, Computer Organization and Design moves forward to explore this generational change with examples, exercises, and material highlighting the emergence of mobile computing and the Cloud. Updated content featuring tablet computers, Cloud infrastructure, and the x86 (cloud computing) and ARM (mobile computing devices) architectures is included. An online companion Web site provides advanced content for further study, appendices, glossary, references, and recommended reading. Features RISC-V, the first such architecture designed to be used in modern computing environments, such as cloud computing, mobile devices, and other embedded systems Includes relevant examples, exercises, and material highlighting the emergence of mobile computing and the cloud