02516nam 2200625 a 450 991084052720332120230721010256.00-470-68516-61-283-23939-697866132393960-470-68406-2(CKB)2550000000045343(EBL)698195(OCoLC)759159383(SSID)ssj0000544322(PQKBManifestationID)12232497(PQKBTitleCode)TC0000544322(PQKBWorkID)10535895(PQKB)10546175(MiAaPQ)EBC698195(EXLCZ)99255000000004534320090611d2009 uy 0engur|n|---|||||txtccrMonte Carlo frameworks[electronic resource] building customisable high performance C++ applications /Daniel J. Duffy, Jörg KienitzChichester, U.K. Wileyc20091 online resource (778 p.)Wiley financeDescription based upon print version of record.0-470-06069-7 Includes bibliographical references and index.pt. 1. Fundamentals -- pt. 2. Design patterns -- pt. 3. Advanced applications -- pt. 4. Supplements.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 compilWiley finance series.FinanceMathematical modelsMonte Carlo methodC++ (Computer program language)FinanceMathematical models.Monte Carlo method.C++ (Computer program language)005.133518.28202855133518/.28202855133Duffy Daniel J103056Kienitz Joerg934064MiAaPQMiAaPQMiAaPQBOOK9910840527203321Monte Carlo frameworks4144573UNINA