Sergey Maidanov

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—In the past 20 years, computerization has driven explosive growth in the volume of financial markets and in the variety of traded financial instruments. Increasingly sophisticated mathematical and statistical methods and rapidly expanding computational power to drive them have given rise to the field of computational finance. The wide applicability of(More)
A fundamental part of a system's quad floating-point precision support is its companion mathematical library. We developed a hierarchical C macro based methodology for implementing the quad precision elementary functions both portable and optimized for Intel® architectures. When two or three floating-point values natively supported in the hardware are(More)
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