Using Field Programmable Gate Arrays (FPGAs) to accelerate financial derivative calculations is becoming very common. In this work, we implement an FPGA-based specific processor for European option pricing using Monte Carlo simulations, and we compare its performance and power dissipation to the execution on a CPU. The experimental results show that impressive results, in terms of speed-up and energy savings, can be obtained by using FPGA-based accelerators at expenses of a longer development time.
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