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Duffy, Daniel J.

Monte Carlo Frameworks: Building Customisable High-performance C++ Applications

Duffy, Daniel J. - Monte Carlo Frameworks: Building Customisable High-performance C++ Applications, e-kirja

92,40€

E-kirja, PDF, Adobe DRM-suojattu
ISBN: 9780470684061
DRM-rajoitukset

Tulostus233 sivua ja lisä sivu kertyy joka 4. tunti, ylärajana 233 sivua
Kopioi leikepöydälle39 poimintoa

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 www.datasimfinancial.com 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 ++.

 

Avainsanat: Financial Engineering, software frameworks in C++, Monte Carlo simulation, Monte Carlo frameworks, quantitative finance, pricing of derivatives, customizable software frameworks, finance software, quantitative finance professional

Tekijä(t)
 
Julkaisija
John Wiley and Sons, Inc.
Julkaisuvuosi
2009
Kieli
en
Painos
1
Sarja
The Wiley Finance Series
Sivumäärä
775 sivua
Kategoria
Talous
Tiedostomuoto
E-kirja
eISBN (PDF)
9780470684061
Painetun ISBN
9780470060698

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