2H 2015

Comparative Performance
Monte Carlo*
European Options
1 NODE
APPROVED FOR PUBLIC PRESENTATION
10
8
6
4
2
0
Monte Carlo* European Options Speed Up
Single and Double Precision
1
1.51X
Single Precision
10.65X
2S Intel® Xeon® processor E5-2670
1
1.4X
Double Precision
4.32X
Application: Monte Carlo* RNG European option pricing.
Description: Monte Carlo RNG is a popular derivative pricing
benchmark widely used by investment banks such as UBS*, Bank
of America* and Goldman-Sachs*. More here.
Availability:
• Code: Available here.
• Recipe: Available here.
Usage Model: Single and double precision testing, host node
with up to two coprocessor devices. Performance depends on
raw computational power and the performance of exp2()
Highlights: Dramatic performance scaling for both singleprecision
and double-precision calculations.
Results: For single precision, the Intel® Xeon® processor E5-
2697 v2 performance improvement is up to 1.51X compared to
the baseline, and the 2x Intel® Xeon Phi coprocessor
performance improvement is up to 10.65X.
2S Intel® Xeon® processor E5-2697 v2
2x Intel® Xeon Phi coprocessor 7120A (pre-production HW/SW)
For configuration details, go here.
SOURCE: INTEL MEASURED RESULTS AS OF NOVEMBER, 2013
Software and workloads used in performance tests may have been optimized for performance only on Intel microprocessors. Performance tests, such as SYSmark and MobileMark, are measured using specific computer systems,
components, software, operations and functions. Any change to any of those factors may cause the results to vary. You should consult other information and performance tests to assist you in fully evaluating your contemplated
purchases, including the performance of that product when combined with other products. For more information go to http://www.intel.com/performance *Other names and brands may be claimed as the property of others
67