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Monte Carlo Frameworks

Monte Carlo Frameworks

Building Customisable High-performance C++ Applications

Daniel J. Duffy, Joerg Kienitz

Wiley
Collection: The Wiley Finance Series
Publication date : 2011-08-02

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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 ++.

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About the book

Author

Daniel J. Duffy , Joerg Kienitz

Imprint

Wiley

Collection

The Wiley Finance Series

Publication date

2011-08-02

Pages

784 pages

Print ISBN

9780470060698

Language

English

Ebook informations

EAN PDF

9780470684061

Price

£80.18

Copy count 0

Print count 784

File size 14408 Ko

Informations accessibility

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About author(s)

Daniel J. Duffy

Joerg Kienitz

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