Mathematical and Computational Finance
The Amazon Kindle version of the ebook Modern Computational Finance: AAD and Parallel Simulations by Antoine Savine is broken. The equations are wrongly rendered, making the ebook unreadable.
Amazon and Wiley have been notified and the ebook will be fixed soon on Amazon. Please do not purchase in the meantime. The ebook is also available on other places, like Apple Books or Wiley’s own store. (As far as we know) the ebook is only broken on Amazon.
Thank you for your patience.
Antoine Savine
Please post your questions, suggestions, comments or reviews of the book Modern Computational Finance: AAD and Parallel Simulations on the author’s page:
https://antoinesavine.com/books-by-antoine-savine
or the book’s GoodReads page:
http://www.goodreads.com/book/show/40244920-modern-computational-finance
A public preview, including Leif Andersen’s preface, is available on SSRN:
My book is out on Amazon today. You can read about it in my Medium post:
A free preview, including Leif Andersen’s preface, is available here:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=3281877
The companion code is freely available on GitHub:
http://github.com/asavine/CompFinance/wiki
Follow the repo to be notified of updates, extensions and fixes.
I will be answering questions, suggestions and comments on my GoodReads page:
http://www.goodreads.com/author/show/18069638.Antoine_Savine
I put all my years of promoting, teaching and professionally implementing automatic adjoint differentiation (AAD) in this book, yet it took years of working nights and week-ends to (hopefully) get it right. I hope readers find that it was worth the effort.
Antoine Savine
Heading to Brazil next week to speak in the Rio 2018 event, honoring Bruno Dupire’s 60th birthday.
https://impa.br/en_US/eventos-do-impa/eventos-2018/research-in-options-2018/
The slides for the presentation on scripting in finance, given at Oxford University in 2017 and QuantMinds and WBS in 2018, were just posted to SSRN, together with a brief history of scripting in finance, written by Jesper Andreasen:
Antoine Savine 