Modern Computational Finance book pages

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:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=3281877

Modern Computational Finance: AAD and Parallel Simulations (Wiley, November 13th 2018)

My book is out on Amazon today. You can read about it in my Medium post:

http://medium.com/@antoine_savine/modern-computational-finance-aad-and-parallel-simulations-c8cd42e7ad6e

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

book-1
out now