Re: [Quantlib-dev] what are the most computation intensive algorithms in Quantlib

[Luigi B. <lui...@gm...>]

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.