Monte Carlo frameworks : building customisable high performance C++ applications / / Daniel J. Duffy, Jorg Kienitz
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| Autore: |
Duffy Daniel J
|
| Titolo: |
Monte Carlo frameworks : building customisable high performance C++ applications / / Daniel J. Duffy, Jorg Kienitz
|
| Pubblicazione: | Chichester, U.K., : Wiley, c2009 |
| Descrizione fisica: | 1 online resource (778 p.) |
| Disciplina: | 518/.28202855133 |
| Soggetto topico: | Finance - Mathematical models |
| Monte Carlo method | |
| C++ (Computer program language) | |
| Altri autori: |
KienitzJoerg
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | pt. 1. Fundamentals -- pt. 2. Design patterns -- pt. 3. Advanced applications -- pt. 4. Supplements. |
| Sommario/riassunto: | 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 compil |
| Titolo autorizzato: | Monte Carlo frameworks |
| ISBN: | 0-470-68516-6 |
| 1-283-23939-6 | |
| 9786613239396 | |
| 0-470-68406-2 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910877087303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.