Antoine Savine

CompFinance. Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

CompFinLecture. Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London

Scripting. Companion code for "Modern Computational Finance, volume 2: Scripting for Derivatives and XVA" (Antoine Savine & Jesper Andreasen, Wiley, 2021)

xlCppTutorial. Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine

InterestingNotebooks. Interesting notebooks collected all over the place

WilmottArticle. Companion code to the series of articles on AAD in Wilmott Magazine