Quantitative Finance


Strata Benchmarks #3 - SABR Volatility

July 8, 2019
strata quantitative finance avx

Strata Benchmarks #2 - Black Scholes

June 12, 2019
strata quantitative finance avx

Strata Benchmarks #1 - Elementary Functions

May 16, 2019
strata quantitative finance

Vectorizing Black Scholes - CPU vs. GPU

April 29, 2019
quantitative finance avx tbb cuda

Graph Compression Applied to Quantitative Finance

March 19, 2019
quantitative finance computational graph algorithmic differentiation