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FPGA Acceleration of Monte-Carlo Based Credit Derivatives Pricing

FPGA Acceleration of Monte-Carlo Based Credit Derivatives Pricing. Alexander Kaganov 1 , Asif Lakhany 2 , Paul Chow 1. 1 Department of Electrical and Computer Engineering, University of Toronto 2 Quantitative Research, Algorithmics Incorporated. Increasing Computational Requirements (1/3).

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Fpga acceleration - PowerPoint PPT Presentation

FPGA Acceleration of Monte-Carlo Based Credit Derivatives Pricing