Modern Computational Finance: Aad And Parallel Simulations
by Antoine Savine /
2019 / English / PDF
8 MB Download
The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
