Black-Scholes in Hardware
535 days ago
This article is for software engineers who are interested to understand how algorithms can be implemented in hardware. The article describes the design and implementation of the Black-Scholes model in software and hardware. The Black-Scholes model is a financial model used for pricing European call and put options. The hardware implementation of the Black-Scholes model is compared with the software implementation in C/C++. The hardware implementation of Black-Scholes in single precision floating point takes 25 clock cycles to compute a put or call option with a precision of 10e-5.