The iframe on this page is empty and contains no contentSkip to content

Research: Custom Computing

Accelerating Computational Finance

The support of EPSRC, Bank of America, Intel, Maxeler, J.P. Morgan, Morgan Stanley, and Xilinx is gratefully acknowledged. In particular, much of the fundamental research was supported by the EPSRC grant Optimising Hardware Acceleration for Financial Computation.

The following are papers on random number generators which could be of interest in finance for applications involving, for instance, Monte Carlo simulation.