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:
Those of you who like my articles, presentations and training posts in mathematical and computational finance may want to follow me on Medium:
http://medium.com/@antoine_savine
I find Medium to be a very convenient publishing platform, I posted a selection of existing content there with the intention to publish future content on the platform.
Antoine Savine 