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...
View ArticleRise 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...
View ArticleBBC 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...
View ArticleXilinx 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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