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Antoine Savine's Projects

compfinance icon compfinance

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

compfinlecture icon compfinlecture

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

scripting icon scripting

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

wilmottarticle icon wilmottarticle

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

xlcpptutorial icon xlcpptutorial

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

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