A topic Modern Computational Finance was created on Quora for exchanging questions, answers, suggestions and comments about the Modern Computational Finance book, and, more generally, the topics of Numerical Finance, Monte-Carlo simulations, quasi-random number generators, parallel implementation in C++ and of course automatic differentiation.
Published by Antoine Savine
Antoine Savine is a practitioner and a lecturer in mathematical and numerical finance. Antoine Savine works at Danske Bank and Copenhagen University. Antoine Savine is also the author of the Modern Computational Finance books with Wiley. View all posts by Antoine Savine