How to Accelerate Quantitative Finance with ISO C++ Standard Parallelism

Originally published at: https://developer.nvidia.com/blog/how-to-accelerate-quantitative-finance-with-iso-c-standard-parallelism/

Quantitative finance libraries are software packages that consist of mathematical, statistical, and, more recently, machine learning models designed for use in quantitative investment contexts. They contain a wide range of functionalities, often proprietary, to support the valuation, risk management, construction, and optimization of investment portfolios.  Financial firms that develop such libraries must prioritize limited developer…