02577nam 2200661 a 450 991101963000332120200520144314.09786613239396978047068516704706851669781283239394128323939697804706840610470684062(CKB)2550000000045343(EBL)698195(OCoLC)759159383(SSID)ssj0000544322(PQKBManifestationID)12232497(PQKBTitleCode)TC0000544322(PQKBWorkID)10535895(PQKB)10546175(MiAaPQ)EBC698195(Perlego)2764789(EXLCZ)99255000000004534320090611d2009 uy 0engur|n|---|||||txtccrMonte Carlo frameworks building customisable high performance C++ applications /Daniel J. Duffy, Jorg KienitzChichester, U.K. Wileyc20091 online resource (778 p.)Wiley financeDescription based upon print version of record.9780470060698 0470060697 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)518/.28202855133Duffy Daniel J103056Kienitz Joerg934064MiAaPQMiAaPQMiAaPQBOOK9911019630003321Monte Carlo frameworks4420598UNINA