PrototypeCommon
asavine/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
- Owner
- asavine (personal account)
- Stars
- Stars: 202
- Forks
- Forks: 70
- Language
- C++
- License
- None
- Created
- 2017
- Topics
- quantitative-financeautomatic-differentiationmonte-carlo-simulationparallel-computingmathematical-financecomputational-financeantoine-savine
- Tier
- Prototype (100 to 249 ★) What this tier means
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