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董梦云QuantLib-Python单元三
学习有效期 长期有效
简介
一、GPU与CUDA介绍
二、VS2022的CUDA程序开发实作
三、CUDA的变量与内存管理
四、PyCUDA的基本使用
五、CUDA的控制流程与同步
六、PyCUDA的SAXPY实作
七、CUDA的链接库与cuRand
八、PyCUDA下的模拟
九、GPU版的BSM与SABR模型定价公式实作
十、GPU版的BSM与Heston模型期权模拟定价实作
学习目录
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