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Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL
Amer Baghdadi / Erik Hochapfel / Pierre-Henri Horrein / Sandrine Vaton / Valentin Mena Morales
option pricingResource overview

Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL

Paper2014

by Amer Baghdadi, Erik Hochapfel, Pierre-Henri Horrein, Sandrine Vaton, Valentin Mena Morales

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option pricing

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Suggested foundations for options and derivatives pricing. Specialist prerequisites vary by paper.

Before you read

  1. The Binomial Model

    Build replication and risk-neutral probabilities in a tractable model.

  2. Market Model and Risk-Neutral Valuation

    Distinguish pricing probabilities from physical forecasts.

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  1. The Black-Scholes PDE, Formula and Implied Volatility

    Connect the pricing equation, closed-form value and implied volatility.

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