TESLA P100 FP64 SERIAL NUMBER
TESLA P100 FP64 FULL

This benchmark uses 50,000 Monte-Carlo paths and 50 time-steps. This yields the net present values of all options. The chip has 14 MB of shared memory register files with an aggregate throughput of 80 TB/s, along with 4 MB of L2 cache. Then the payoff of each option is discounted to the valuation date using the risk-free rate and averaged across the paths. If the stock value crosses the barrier anywhere along the path, the option becomes valid and its payoff is the positive value of the difference between the stock at maturity and the option’s strike.

That is, in every Monte-Carlo path, the stock value at a fixed grid of time steps is computed using a geometric Brownian motion with constant volatility and the risk-free rate. The Black-Scholes model is used to generate the paths. This benchmark application prices a portfolio of up-and-in barrier options with European exercise, using a Monte-Carlo simulation. We vary the number of options in the portfolio to study the performance. This binomial pricing method is applied for every option in the portfolio.įor this benchmark, we use 1,024 steps (the depth of the tree). The algorithm is illustrated in the graph below: After repeating this process for all time steps, the root node holds the present value. Then, the pricer works towards the root node backwards in time, multiplying the 2 child nodes by the pre-computed pseudo-probabilities that the price goes up or down, including discounting at the risk-free rate, and adding the results. This benchmark application prices a portfolio of American call options using a Binomial lattice (Cox, Ross and Rubenstein method).įor a given size N of the binomial tree, the option payoff at the N leaf nodes is computed first (the value at maturity for different stock prices, using the Black-Scholes model). Along with the GPU, the CoWoS packaging includes DRAM directly on the substrate. Nvidia says the Tesla P100 with CoWoS will be in volume production in the third quarter of 2016. About 50 of that is FP32 CUDA cores, 25 is FP64 and rest on. Even with the GPUs like the 1080 Ti or the Titan X, we can compute with half-precision floats. Next, we have the massive 610 mm die on 16nmFF+. NVIDIA Pascal is Built on TSMC's 16nm FinFET Process Node. The Tesla P100 accelerator has a single Pascal GP100 GPU and uses TSMC’s multi-chip packaging, called Chip on Wafer on Substrate (or CoWoS). (FP64) which is used in many HPC applications such as quantum chemistry and numerical simulation, since there are 1792 double-precision CUDA cores, which is half the number of single-precision (FP32) CUDA cores. Giles, “Monte Carlo evaluation of sensitivities in computational finance,” HERCMA Conference, Athens, Sep. Compared to the 3:1 ratio in Kepler GK110 GPUs, this allows Tesla P100 to process FP64 workloads more efficiently. To study the performance, the number of Monte-Carlo paths is varied between 128K-2,048K. This benchmark uses a portfolio of 15 swaptions with maturities between 4 and 40 years and 80 forward rates (and hence 80 delta Greeks).

TESLA P100 FP64 FULL

The full algorithm is illustrated in the processing graph below: Averaging the per-path prices gives the final net present value of the portfolio. The swaption portfolio payoff is then computed and discounted to the pricing date. In each Monte-Carlo path, the LIBOR forward rates are generated randomly at all required maturities following the LIBOR Market Model, starting from the initial LIBOR rates.

TESLA P100 FP64 SERIAL NUMBER

This card is individually packaged in our high-quality, padded brown-box.Ī sticker on the outside shows the model designation and serial number as a scannable barcode.This application prices a portfolio of LIBOR swaptions on a LIBOR Market Model using a Monte-Carlo simulation. If required, you will find high-quality adapters and monitor cables in our shop.

Please note that this product does not come with any accessories. NVIDIA Tesla P100 Right-to-Left Airflow.The newest addition to this family, Tesla P100 for PCIe enables a single node to replace half a rack of commodity CPU nodes by delivering lightning-fast performance in a broad range of HPC applications. Whats interesting to note is that each SM in the P100 has 64 FP32 cores, along with 32 FP64 cores, and P100 also adds support for half-precision FP16, potentially doubling throughput in situations.

NVIDIA Tesla P100 GPU accelerators are the most advanced ever built, powered by the breakthrough NVIDIA Pascal™ architecture and designed to boost throughput and save money for HPC and hyperscale data centers. The old approach of deploying lots of commodity compute nodes requires huge interconnect overhead that substantially increases costs without proportionally increasing performance. HPC data centers need to support the ever-growing demands of scientists and researchers while staying within a tight budget. World's most advanced data center accelerator for PCIe-based servers

Tesla p100 fp64