MICHAL PAKOS
Assistant Professor of Finance
Carnegie Mellon University
Pittsburgh PA 15213 USA
Email: misko@andrew.cmu.edu
Phone: (412) 268-4063
Cell: (412) 496-0776
Research Interests:
Economics (Empirical Macroeconomics)
Theoretical Finance (Asset Pricing, Especially with Asymmetric Information, Portfolio Choice)
Quantitative Financial Economics (Supercomputing Applications on Cray XT3,4 and SGI Altix 4700)
Useful Documentation for me and those interested in HPC financial economics
Parallel Programming Paradigms
MPI, MPE
OpenMP
Unified Parallel C
Titanium (parallel java)
Cray, Inc.
Chip Documentations
Floating-Point Arithmetic on a Computer
What Every Computer Scientist Should Know About Floating-Point Arithmetic
Differences Among IEEE 754 Implementations
IBM Journal of Research and Development
C++ information
C information
C standards information:
C historical information:
The Development of the C Language, by Dennis M. Ritchie (also in PostScript and PDF).
An early C Reference Manual.
Fortran standards information:
Fortran standards committee (includes references to the current draft of the Fortran standard)
Fortran historical information:
Fortran FAQs, books and software
Books with source code:
Example programs of Introducing Fortran 95 by Ian Chivers and Jane Sleightholme.
Examples of Essential Fortran 90 & 95 by Loren Meissner.
Source code of Introduction To Fortran 90/95 by Stephen Chapman.
Source code of Fortran 90/95 for Scientists and Engineers by Stephen Chapman.
Software from Alan J. Miller.
Historical material - A few links for your enjoyment.