☰

Business & Money

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

R 5,196

or 4 x payments of R1,299.00 with Payflex

Payflex

Availability: Currently in Stock

Delivery: 10-20 working days

Monte Carlo Frameworks: Building Customisable High-performance C++ Applications
- New
- Mint Condition
- Dispatch same day for order received before 12 noon
- Guaranteed packaging
- No quibbles returns
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.
Â
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.
Â
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 ++.
Â
Country USA
Brand Wiley
Manufacturer Wiley
Binding Hardcover
ItemPartNumber Illustrated; Includes Cdrom
Model Illustrated; Includes Cdrom
UnitCount 1
EANs 9780470060698
ReleaseDate 0000-00-00

You might also like...

Financial Instrument Pricing Using C++

Financial Instrument Pricing Using C++

Introduction to C++ for Financial Engineers: An Object-Oriented Approach

Introduction to C++ for Financial Engineers: An Object-Oriented Approach