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The Phenom X4 9950 and Core 2 Duo E6700 processors struggled with this task taking over 10 seconds to make the calculations. The Core 2 Duo E8600 took roughly 10 seconds, while the Core 2 Quad Q9650 was far more impressive at 5.226 seconds. Nevertheless, as impressive as this was, the Core i7 920 was still faster shaving 8% off the time required to make the calculation. The Core i7 940 was another 4% faster, while the Core i7 965 Extreme Edition did it in just 4.234 seconds. Overclocking the Core i7 965 Extreme Edition to 3.88GHz allowed this processor to make the calculations in just 3.562 seconds.
This other workload executes approximately 300,000 iterations of Monte Carlo simulation using the Black-Scholes basic option pricing formula in Microsoft Excel 2007. In addition, the workload uses Excel lookup functions to compare the put price from the model with the historical market price for 50,000 rows to understand the convergence. The input file is a 70.1 MB spreadsheet.
The Phenom X4 9950 took 42 seconds to make the needed calculations, making it the slowest processor tested. The Core 2 Duo E8600 was able to do it in 32 seconds, and the Core 2 Quad Q9650 was again impressive, taking just 18 seconds.
Still the Core i7 920 was faster, completing the task in just under 15 seconds. The Core i7 965 Extreme Edition with Turbo Mode enabled reached 13 seconds, while the overclocked configuration did it in just 11 seconds.
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