Modern Computational Finance: Aad and Parallel Simulations (Hardcover)

I Modern Parallel Programming
1 Effective C++
2 Modern C++
3 Parallel C++

II Parallel Simulation
4 Asset pricing
5 Monte-Carlo
6 Serial Implementation
7 Parallel Implementation

III Constant Time Differentiation
8 Manual Adjoint Differentiation
9 Algorithmic Adjoint Differentiation
10 Effective AAD and memory management
11 Discussion and limitations
12 Differentiation of the simulation library
13 Check-pointing and calibration
14 Multiple differentiation in almost constant time
15 Acceleration with expression templates
Debugging AAD instrumentation