https://31416.org/tags/python/ Recent content in Python on Chase the Devil Hugo en-us Sat, 18 Apr 2015 22:58:00 +0000 https://31416.org/post/modern-programming-language-for-monte-carlo/ Sat, 18 Apr 2015 22:58:00 +0000 https://31416.org/post/modern-programming-language-for-monte-carlo/ <p>A few recent programming languages sparked my interest:</p> <ul> <li><a href="http://julialang.org/">Julia</a> because of the wide coverage of mathematical functions, and great attention to quality of the implementations. It has also some interesting web interface.</li> <li><a href="https://www.dartlang.org">Dart</a>: because it&rsquo;s a language focused purely on building apps for the web, and has a supposedly good VM.</li> <li><a href="http://www.rust-lang.org/">Rust</a>: it&rsquo;s the latest fad. It has interesting concepts around concurrency and a focus on being low level all the while being simpler than C.</li> </ul> <p>I decided to see how well suited they would be on a simple Monte-Carlo simulation of a forward start option under the Black model. I am no expert at all in any of the languages, so this is a beginner&rsquo;s test. I compared the runtime for executing 16K simulations times a multiplier.</p>