Antoine Savine
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4
repositories owned by
Antoine Savine
CompFinance
159
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60
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Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
CompFinLecture
59
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32
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Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
Scripting
17
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11
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Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)
xlCppTutorial
17
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8
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Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine