Lecture Computational Finance / Numerical Methods 08: Excursion on Parallelisation
Channel: finmath
Date: 24/05/2020

Lecture on Computational Finance / Numerical Methods for Mathematical Finance. Session 08: Excursion on Parallelisation 

An excursion on parallelization using the Java Stream API and the Java Executor Framework.

- Monte-Carlo integration to approximate pi.
- Parallelization using the Java Stream API.
  - Sequential and parallel streams with the Halton sequence.
  - Sequential and parallel streams with a sequence of pseudo random numbers from Mersenne twister 
- Parallelization using the Java Executor framework.
- Thread safety and synchronization.
- Thread local.