Monte Carlo Frameworks Building Customisable High-performance C... 9780470060698


Monte Carlo Frameworks Building Customisable High-performance C... 9780470060698

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Monte Carlo Frameworks Building Customisable High-performance C... 9780470060698:
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Product details: Wordery Monte Carlo Frameworks Building Customisable High-performance C++ Applications by Daniel J. Duffy 9780470060698 (Hardback, 2009) DeliveryUS shipping is usually within 11 to 15 working days.

Product detailsFormat:HardbackLanguage of text:EnglishIsbn-13:9780470060698, 978-0470060698Author:Daniel J. DuffyPublisher:John Wiley and Sons LtdSeries:The Wiley Finance SeriesImprint:John Wiley & Sons LtdPublication date:2009-09-25Pages:776Product dimensions:180mm (w) x 251mm (h) x 50mm (d)
Overview

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 redacted 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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Monte Carlo Frameworks Building Customisable High-performance C++ Applications by Daniel J. Duffy 9780470060698 (Hardback, 2009)

Delivery
US shipping is usually within 11 to 15 working days.


Product details
Format:Hardback
Language of text:English
Isbn-13:9780470060698, 978-0470060698
Author:Daniel J. Duffy
Publisher:John Wiley and Sons Ltd
Series:The Wiley Finance Series
Imprint:John Wiley & Sons Ltd
Publication date:2009-09-25
Pages:776
Product dimensions:180mm (w) x 251mm (h) x 50mm (d)


Overview
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 redacted 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 ++.
About Wordery
Wordery is one of the UK's largest online booksellers. With millions of satisfied customers who enjoy low prices on a huge range of books, we offer a reliable and trusted service and consistently receive excellent response.We offer a huge range of over 8 million books; bestsellers, children's books, cheap paperbacks, baby books, special edition hardbacks, and textbooks. All our books are dispatched from the UK. Wordery offers Free Delivery on all UK orders, and competitively priced international delivery.#HappyReading

Monte Carlo Frameworks Building Customisable High-performance C... 9780470060698:
$81

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