Monte Carlo frameworks building customisable high performance C++ applications
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, U.K.
Wiley
©2009
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| Schriftenreihe: | Wiley finance
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| Schlagworte: | |
| Online-Zugang: | DE-861 DE-473 URL des Erstveröffentlichers |
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| Beschreibung: | Includes bibliographical references and index 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 ne |
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| Beschreibung: | 1 Online-Ressource (xxv, 750 pages) |
| ISBN: | 9780470684061 0470684062 9780470685167 0470685166 |