Walter's DConf 2014 Talks - Topics in Finance

[TJB]

On Friday, 21 March 2014 at 22:28:36 UTC, Walter Bright wrote:
> On 3/21/2014 2:14 PM, TJB wrote:
>> I see that you will be discussing "High Performance Code Using 
>> D" at the 2014
>> DConf. This will be a very welcomed topic for many of us.  I 
>> am a Finance
>> Professor.  I currently teach and do research in computational 
>> finance.  Might I
>> suggest that you include some finance (say Monte Carlo options 
>> pricing)
>> examples?  If you can get the finance industry interested in D 
>> you might see a
>> massive adoption of the language.  Many are desperate for an 
>> alternative to C++
>> in that space.
>
> It's a good thought, but I have zero knowledge of how C++ is 
> used for high frequency trading.

I would be happy to help you with an option pricing example that
is commonly used.  Let me know if you are interested.