Speeding Up Python Implementations of Monte Carlo Simulation

Contents:

• Monte Carlo Simulation with Cython
• Pure Python Code for Monte Carlo Simulation
  • The Computational Problem
  • A Scalar Python Implementation
  • A Vectorized Python Implementation
• Migrating Scalar Python Code to Cython
  • A Plain Cython Implementation
  • A Better Cython Implementation
• Migrating Code to C
  • Writing a C Program
  • Migrating Loops to C Code via F2PY
  • Migrating Loops to C Code via Cython
  • Comparing Efficiency

Indices and tables

• Index
• Module Index
• Search Page