2H 2015

Comparative Performance
Black-Scholes Formula Valuation*
Single and Double Precision
1 NODE
APPROVED FOR PUBLIC PRESENTATION
2
1
0
1
Black-Scholes Speed Up
Single and Double Precision
1.36X
Single Precision
2.89X
2S Intel® Xeon® processor E5-2670
2S Intel® Xeon® processor E5-2697 v2
Double Precision
Intel® Xeon Phi coprocessor 7120A (pre-production HW/SW)
1
1.65X
2.85X
Application: Black-Scholes* financial modeling requires
raw computational power plus high bandwidth
between execution cores and memory
Description: Popular derivative pricing benchmarks widely
used by investment banks such as UBS, Bank of America,
Goldman-Sachs
Availability:
• Code: Available here.
• Recipe: Available here.
Usage Model: Baseline is the Intel® Xeon® processor E5-
2670 host only, and speed up is shown on the Intel® Xeon®
processor E5-2697 v2 and on both the Intel® Xeon®
processor E5-2697 v2 and on the Intel® Xeon Phi
coprocessor 7120A.
Highlights: Dramatic scaling for both single and double
precision computations.
Results: Up to 2.85X improved performance with Intel®
Xeon Phi coprocessor 7120A over the baseline Intel® Xeon
processor E5-2697 v2 for the double precision benchmark.
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
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