Monte Carlo frameworks: building customisable high performance C++ applications
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 …
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- Full title :Monte Carlo frameworks : building customisable high performance C++ applications / Daniel J. Duffy, Jörg Kienitz
Summary
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
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
Edition Statements
- Publication Date:c2009
Publication Statements
- Publisher(s):Wiley
- Place of Publication:Chichester, U.K
- Language:eng
- Publication Date:c2009
Notes
Includes bibliographical references and index
The Physical Object
- Description:Online-Ressource (xxv, 750 p) : ill.
Edition Identifiers
- ISBN:0470060697 (cloth), 9780470060698 (cloth), 0470684062, 9780470684061, 0470685166, 9780470685167
- oclc:ocn839021288
- LC Classification:HG106
- Dewey Decimal:518/.28202855133
Table of Contents
Pt. 1. Fundamentalspt. 2. Design patterns -- pt. 3. Advanced applications -- pt. 4. Supplements.
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