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010   $a0-470-68516-6
010   $a1-283-23939-6
010   $a9786613239396
010   $a0-470-68406-2
035   $a(CKB)2550000000045343
035   $a(EBL)698195
035   $a(OCoLC)759159383
035   $a(SSID)ssj0000544322
035   $a(PQKBManifestationID)12232497
035   $a(PQKBTitleCode)TC0000544322
035   $a(PQKBWorkID)10535895
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035   $a(MiAaPQ)EBC698195
035   $a(EXLCZ)992550000000045343
100   $a20090611d2009      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aMonte Carlo frameworks $ebuilding customisable high performance C++ applications /$fDaniel J. Duffy, Jorg Kienitz
210   $aChichester, U.K. $cWiley$dc2009
215   $a1 online resource (778 p.)
225 1 $aWiley finance
300   $aDescription based upon print version of record.
311   $a0-470-06069-7 
320   $aIncludes bibliographical references and index.
327   $apt. 1. Fundamentals -- pt. 2. Design patterns -- pt. 3. Advanced applications -- pt. 4. Supplements.
330   $aThis is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools.   Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compil
410  0$aWiley finance series.
606   $aFinance$xMathematical models
606   $aMonte Carlo method
606   $aC++ (Computer program language)
615  0$aFinance$xMathematical models.
615  0$aMonte Carlo method.
615  0$aC++ (Computer program language)
676   $a518/.28202855133
700   $aDuffy$b Daniel J$0103056
701   $aKienitz$b Joerg$0934064
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910877087303321
996   $aMonte Carlo frameworks$94185206
997   $aUNINA