Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications (The Wiley Finance Series) Book + PRICE WATCH * Amazon pricing is not included in price watch

Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications (The Wiley Finance Series) Book

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.Read More

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  • Blackwell

    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...

  • Pickabook

    Daniel J. Duffy, Joerg Kienitz

  • 0470060697
  • 9780470060698
  • Daniel J. Duffy, Joerg Kienitz
  • 25 September 2009
  • John Wiley & Sons
  • Hardcover (Book)
  • 775
  • Har/Cdr
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