Financial Monte Carlo simulation on architecturally diverse systems

Computational finance relies heavily on the use of Monte Carlo simulation techniques. However, Monte Carlo simulation is computationally very demanding. We demonstrate the use of architecturally diverse systems to accelerate the performance of these simulations, exploiting both graphics processing units and field-programmable gate arrays. Performance results include a speedup of 74times relative to an 8 core multiprocessor system (180times relative to a single processor core).