AMD Phenom II X6 1090T and 1055T Six-Core Processor Review
Microsoft Excel 2007
Microsoft Office Excel 2007 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 2007
also provides tools to see important trends and find exceptions in
your data.
The Black-Scholes model is used in our Excel test
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.
This workload calculates the European Put and Call option valuation
for Black-Scholes option pricing using Monte Carlo simulation. It
simulates the calculations performed when a spreadsheet with input
parameters is updated and must recalculate the option valuation. In this
scenario we execute approximately 300,000 iterations of Monte Carlo
simulation. 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 and with 10 times the calculations of the first test;
this one should take a bit longer to complete.
Benchmark Results: With
300,000 iterations of Monte Carlo simulation taking place in this
benchmark, it takes all the processors a bit longer to finish as it puts a
good load on the system. The Intel Core i7-975 was 48% slower than
the 980X processor, which is what we want to see as it has 50% more threads and this test put the CPU at a constant 100% work load across all 12 threads of the processor. The AMD processors all finished after the Intel processors, but the AMD Phenom II X6 1090T was 7.77 seconds faster than the AMD Phenom II 965 Black Edition processor. This is a big deal as this is a 30% performance improvement!
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