Read Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications

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

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Description: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 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.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 ++.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications. To get started finding Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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ISBN: 0470684062

Description: 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 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.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 ++.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications. To get started finding Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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

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

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