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Monte Carlo Frameworks

Building Customisable High-performance C++ Applications
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Éditeur :

Wiley

Collection : The Wiley Finance Series

Paru le : 2011-08-02

This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of...
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Description du livre

This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools.   Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compiling it and extending it to suit your needs. Support is offered via a user forum on www.datasimfinancial.com where you can post queries and communicate with other purchasers of the book.   This book is for those professionals who design and develop models in computational finance. This book assumes that you have a working knowledge of C ++.  

À propos

Auteur
Daniel J. Duffy , Joerg Kienitz
Éditeur
Wiley
Collection
The Wiley Finance Series
Parution
2011-08-02
Pages
784 pages
EAN papier
9780470060698

Auteur(s) du livre


Defaut-Illustration Daniel J. Duffy
Defaut-Illustration Joerg Kienitz

Caractéristiques détaillées - droits

EAN PDF
9780470684061
Prix
87,81 €
Nombre pages copiables
0
Nombre pages imprimables
784
Taille du fichier
14408 Ko
Ce livre est accessible aux handicaps informations d'accessibilité

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