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Black-Scholes Pricing on Intel Xeon Phi

industry_finance-1024x768

“An expanding area of work both on the hardware front and the software side is to modify and optimize applications to run on both the host processor and a coprocessor. Many techniques to transform applications to reduce runtime have been discussed and implemented across a wide variety of applications.”

Mizuho Securities Speeds Derivatives 30x with Intel Xeon Phi

Mizuho

Mizuho Securities reports that they are the first financial institution to deploy the Intel Xeon Phi coprocessor in a production environment.

Interview: Xcelerit Partners with Intel to Accelerate Code in Supercomputing

Hicham Lahlou

“Our core product is the Xcelerit SDK, a Software Development Kit that makes it easy for domain specialists (i.e. mathematicians in banks or geophysicists in energy exploration firms) to convert their existing code to take advantage of multi-core, GPU and other hardware accelerators.”