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(CBIS)
50 http://www.cb.idv.tw
CBIS
From 2012/04/23 to 2012/05/04
CB CB 89255 378 24864 301 17292 234 81052 227 30233 198 20592 175 61332 174 24993 150 14571 131 29031 109
378
301
234
227 198
175
174
150
131 109
51 http://www.cb.idv.tw
(CBIS)
52 http://www.cb.idv.tw
(CBIS)
53 http://www.cb.idv.tw
(CBIS)
54 http://www.cb.idv.tw
(CBIS)
http://www.cb.idv.tw/phpbb3/viewforum.php?f=7
55 http://www.cb.idv.tw
(CBIS)
2012/03/28
56 http://www.cb.idv.tw
(CBIS)
2012/03/31
57 http://www.cb.idv.tw
(CBIS)
58 http://www.cb.idv.tw
(CBIS)
59 http://www.cb.idv.tw
(CBIS)
2012/04/18
60 http://www.cb.idv.tw
(CBIS)
2012/04/23
61 http://www.cb.idv.tw
NVIDIA CUDA Programming Guide, Version 2.2.1, May 2009.
62 http://www.cb.idv.tw
NVIDIA CUDA Programming Guide, Version 2.2.1, May 2009. 63 http://www.cb.idv.tw
64 http://www.cb.idv.tw
Number of CBs GPU (sec) CPU (sec) Speed up 1 2.4323 22.9500 9.4357
10 2.4649 226.1100 91.7311 20 2.9269 458.6600 156.7073 30 3.3691 681.5600 202.2978 40 5.8333 908.6100 155.7637 50 6.2891 1131.5500 179.9232 60 6.7344 1374.4600 204.0942 70 9.1970 1583.9500 172.2253
Intel CPU Q9550 NVIDIA GTX 275
65 http://www.cb.idv.tw
9.4357
91.7311
156.7073
202.2978
155.7637
179.9232
204.0942
172.2253
0
50
100
150
200
250
0
200
400
600
800
1000
1200
1400
1600
1800
1 10 20 30 40 50 60 70
Spee
d up
Tim
e(se
c)
Number of CBs
CPU GPU Speed up
GPU sec
CPU sec
Speed up
66 http://www.cb.idv.tw
Spec. of NVIDIA GTX 275
http://www.geforce.com/hardware/desktop-gpus/geforce-gtx-275/specifications 67 http://www.cb.idv.tw
CBIS
https://play.google.com/store/apps/details?id=cbvaluation.v1&feature=search_result
Android CPU
68 http://www.cb.idv.tw
Android CPU
Android market
69 http://www.cb.idv.tw
Android Client Server
70 http://www.cb.idv.tw
Android Client Server
71 http://www.cb.idv.tw
Android Client Server
72 http://www.cb.idv.tw
Android Client Server
73 http://www.cb.idv.tw
74 http://www.cb.idv.tw
(45271)
20.50 / Parity (2007/04/26)
26.2, Parity = 127.80 27.5, Parity = 134.15
CB (2007/04/26) 126.00 120.20
( ) 75 http://www.cb.idv.tw
(2007/04/26)
76 http://www.cb.idv.tw
: : 100,000 : 2006 11 7 : 5 : 0%
: 105.4
: 100% (put yield=0%)
50% Implied volatility = 16.75% ( credit spread =1.2522%) 77 http://www.cb.idv.tw
78 http://www.cb.idv.tw
59 (04613) : 2006 12 08
: 2007 09 07 : 130.80 : 4.964
87.2 59 implied volatility = 51.87% implied volatility =16.75%
79 http://www.cb.idv.tw
delta
V : CB
CB
SV
80 http://www.cb.idv.tw
(12101)
81 http://www.cb.idv.tw
(12101)
82 http://www.cb.idv.tw
%
2012/3/19 1 157 0.01 30.65 2012/9/19 184 2012/2/29 1 47 0.01 32.5 2012/8/29 182 2012/1/2 1 500 3 27.5 2012/7/2 182
2011/12/6 1 235 0.01 28.1 2012/6/6 183 2011/11/16 1 125 0.01 28.25 2012/5/16 182 2011/11/16 2 117 0.01 28.25 2012/5/16 182 2011/10/31 1 50 3 30.9 2012/4/30 182 2011/10/19 1 213 0.01 29.25 2012/4/19 183 2011/10/12 1 150 0.01 29.1 2012/4/12 183 2011/10/5 1 250 0.01 27.5 2012/4/5 183 2011/9/26 1 50 3 26.2 2012/3/26 182 2011/9/2 1 100 0.01 32.05 2012/3/2 182
2011/8/26 1 400 3 29.45 2012/2/24 182 2011/8/3 1 100 0.01 38 2012/2/3 184
2011/7/15 1 100 0.01 35.7 2012/1/13 182 2011/7/14 1 100 3 34.9 2012/1/13 183 2011/7/6 1 100 3.3 32.3 2012/1/6 184
2011/6/28 1 100 3.3 32.15 2011/12/28 183 2011/6/17 1 200 3.3 31.55 2011/12/16 182 2011/5/26 1 195 0.01 31.6 2011/11/25 183 2011/5/12 1 163 3.5 34.85 2011/11/11 183 2011/5/12 2 174 3.5 34.85 2011/11/11 183 2011/5/11 1 163 3.5 34.7 2011/11/11 184 2011/3/31 1 30 3.7 31.4 2011/9/30 183 2011/3/30 1 80 3.8 31.15 2011/9/30 184 2011/3/23 1 70 3.8 31.1 2011/9/23 184 2011/3/22 1 157 0.01 29.6 2011/9/22 184
(1210)
83 http://www.cb.idv.tw
Volatility 30% (12101)
84 http://www.cb.idv.tw
Volatility 40% (12101)
85 http://www.cb.idv.tw
Volatility 50% (12101)
86 http://www.cb.idv.tw
-5000
0
5000
10000
15000
20000
25000
30000
35000
2006/11/10 2007/11/10 2008/11/10 2009/11/10 2010/11/10
PL(MTM)
PL(MTM)
87 http://www.cb.idv.tw
88 http://www.cb.idv.tw
89 http://www.cb.idv.tw