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

Hoofdkenmerken

Auteur:	Duffy, Daniel J.
Titel:	Monte Carlo Frameworks Building Customisable High-performance C++ Applications
Uitgever:	John Wiley & Sons Inc
ISBN:	9780470060698
ISBN boekversie:	9780470684061
Serie:	The Wiley Finance Series
Land van oorsprong:	United States
Prijs:	€ 105,64
Verschijningsdatum:	25-09-2009
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Programming & scripting languages: general
Dewey code:	005.133

Technische kenmerken

Verschijningsvorm:	Onbekende bindwijze
Paginas:	784
Hoogte mm.:	253
Breedte mm.:	178
Dikte mm.:	48
Gewicht gr.:	1410

Inhoud:

This handy guide shows analysts how to construct, design, and implement customizable software frameworks in C++. The authors apply a number of generic frameworks that suit the needs of quantitative finance professionals. As the Monte Carlo simulation has become an essential tool in the pricing of derivatives, this book is timely and practical.