C# Historical dividend retrieval in Excel
February 6, 2016
More in depth into Credit Support Annex (CSA)
January 31, 2016
object oriented VBA swaption pricing – part 2
January 3, 2016
object oriented VBA Swap pricing, Part 1
December 24, 2015
Plot Quandl data in Python
November 15, 2015
© 2018 The smile of Thales.
A website about uncertainty, convexity in Finance, Computation and algorithmic.
This article introduces two ways to perform parallel programming with a pricing library such as QLNet. First we get an idea of the time required to do sequentially a…