Microsoft Office Excel 2010 is a powerful and widely used tool with which you can create and format spreadsheets, and analyze and share information to make more informed decisions. It allows you to import, organize and explore massive data sets within spreadsheets and then communicate your analysis with professional-looking charts. Excel 2010 also provides tools to “see” important trends and find exceptions in your data.
The Black-Scholes model is used to calculate a theoretical call and put price using the five key determinants of an option’s price: stock price, strike price, volatility, time to expiration, and short-term (risk free) interest rate. The workload is execution of approximately 300,000 iterations of Monte Carlo simulation using the Black-Scholes basic option pricing formula in Microsoft Excel 2010. 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 MB spreadsheet.
Intel is dominant in this Excel benchmark with the Core i7 2600K taking the top spot here. Notice how close the Core i5 2500K and i5 2400 are to the 4 core 8 thread Core i7 875K! The Core i3 2100 is right on the heels of the QX6700 CPU. Keep in mind that the i3 2100 processor uses 49w less at idle and 112w under load than the QX6700!