1 result found Sort:

asavine
CompFinance asavine
61
172
unknown
20
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
antoine-savine parallel-computing mathematical-finance quantitative-finance computational-finance monte-carlo-simulation automatic-differentiation
Created 2017-08-21
144 commits to master branch, last one 3 years ago