Hi G.E.,
On Sun, 2008-02-03 at 11:27 +0530, G E Naganna wrote:
> what are the most computation intensive algorithms in Quantlib?
> I want to accelerate algorithms which takes lot of time.
That would probably be the Monte Carlo framework, but it's probably more
a matter of design than of code optimization.
> what is best book to understand finance mathematics?
My personal pick would be Mark Joshi's (and not because he's a
contributor...) but I'm sure others can suggest other books. What is
your background?
Luigi
--
Barker's Proof:
Proofreading is more effective after publication.
-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2008.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
