CUDA in Fortran seems promising Building on top of my first Fortran program, which was focused on random number generation, we have in Chapter 5 of the CUDA Fortran for Scientists and Engineers book a Monte Carlo method for calculating European option pricing. The Black-Scholes model is very familiar to anyone in finance. The Monte… Continue reading CUDA Fortran example: calculating European options using the Monte Carlo method
Tag: Fortran
Random number and password generator using YubiKey in Fortran
Fortran is fast I have ported over the random_number_generator.py and random_number_password_generator.py Python programs, which use the YubiKey random number generator engine, to generate high-quality random numbers. It's obvious that a good random number generator is crucial for encryption and other purposes. Given this, one would expect that Yubico has thoroughly tested and produced a highly… Continue reading Random number and password generator using YubiKey in Fortran