CUDA Fortran example: calculating European options using the Monte Carlo method

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

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