Black-Scholes in Hardware
765 days ago,(2012/06/24)
This article is for software engineers who are interested to understand how algorithms can be implemented in hardware. The article describes the design and implementation of the Black-Scholes model in software and hardware. The Black-Scholes model is a financial model used for pricing European call and put options. The hardware implementation of the Black-Scholes model is compared with the software implementation in C/C++. The hardware implementation of Black-Scholes in single precision floating point takes 25 clock cycles to compute a put or call option with a precision of 10e-5.
file:viewThe file will only be viewable through the browser if natively supported by your browser or a suitable plugin has been installed(pdf)