asavine

Antoine Savine's repositories

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

Language:C++159 20 4

Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London

Language:Jupyter Notebook59 80

Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)

Language:C++17 30

Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine

Language:C17 30

Interesting notebooks collected all over the place

Language:Jupyter Notebook5 20

Companion code to the series of articles on AAD in Wilmott Magazine

Language:C++3 10

Differential machine learning in Keras / Tensorflow 2

Language:Jupyter NotebookMIT2 10

Python Data Science Handbook: full text in Jupyter Notebooks

Language:Jupyter NotebookMIT2 10