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- 777 pages
- 28 hours of reading
More about the book
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.
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Monte Carlo Frameworks, Daniel J. Duffy, Joerg Kienitz
- Language
- Released
- 2009
- product-detail.submit-box.info.binding
- (Hardcover)
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- Title
- Monte Carlo Frameworks
- Subtitle
- Building Customisable High-performance C++ Applications
- Language
- English
- Authors
- Daniel J. Duffy, Joerg Kienitz
- Publisher
- John Wiley & Sons
- Released
- 2009
- Format
- Hardcover
- Pages
- 777
- ISBN10
- 0470060697
- ISBN13
- 9780470060698
- Series
- Rating
- 3.55 out of 5
- Description
- 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.