Financial modeling on the cell broadband engine

  title={Financial modeling on the cell broadband engine},
  author={Virat Agarwal and Lurng-Kuo Liu and David A. Bader},
  journal={2008 IEEE International Symposium on Parallel and Distributed Processing},
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In this paper we investigate the performance of financial workloads on the Sony-Toshiba- IBM Cell Broadband Engine, a heterogeneous multicore chip architected for intensive gaming applications and high performance computing. We analyze the use of Monte Carlo techniques for financial workloads and design efficient parallel… CONTINUE READING
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