Monte Carlo frameworks

Monte Carlo frameworks: building customisable high-performance C++ applications

by Duffy, Daniel J.

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Title Statements

  • Full title :Monte Carlo frameworks : building customisable high-performance C++ applications / Daniel J. Duffy, Jörg Kienitz.

Edition Statements

  • Publication Date:cop. 2009.

Publication Statements

  • Publisher(s):John Wiley & Sons
  • Place of Publication:Chichester
  • Language:eng
  • Publication Date:cop. 2009.

The Physical Object

  • Description:XXV, [1], 750 s. : : il. ; : 25 cm +

Edition Identifiers

  • ISBN:9780470060698, 0470060697
  • oclc:ocn750857452

Subjects

C++ (język programowania) Finanse -- modele matematyczne Metoda Monte Carlo (matematyka)

Writers

Duffy, Daniel J. Kienitz, Jörg

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