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Black Scholes in 36 nanoseconds

Black Scholes Evaluation on a Contemporary Microprocessor We present a simple analysis on the expected Black Scholes runtime performance via competitive code running on a contemporary microprocessor in...

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Rise and Fall of Personal Computing and Links

Asymco analysis, here, highlights recent trends in computing. It looks increasingly as if you need to adapt to what the commercial market is giving you,  even in floating point. I suspect that Joe and...

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BBC 4 is getting close … too close

BBC News magazine, Black-Scholes: The maths formula linked to the financial crash, here. It’s not every day that someone writes down an equation that ends up changing the world. But it does happen...

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Xilinx References Apr 2012

Xilinx, High Performance Computing Using FPGAs, Sep 2010, here. The shift to multicore CPUs forces application developers to adopt a parallel programming model to exploit CPU performance. Even using...

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