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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.
The book is divided into four parts, each one dealing with one major aspect of the current problem domain. The features and topics are:
The book is accompanied by a CD which contains the source code for all the 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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Description du livre Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. N° de réf. du vendeur ria9780470060698_lsuk
Description du livre Etat : new. N° de réf. du vendeur 0967b29f0fe81a58b4bc10a17c05dd30
Description du livre Etat : New. N° de réf. du vendeur 4398457-n
Description du livre Etat : New. N° de réf. du vendeur 4398457-n
Description du livre HRD. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur FW-9780470060698
Description du livre Etat : New. 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. Series: Wiley Finance Series. Num Pages: 775 pages, Illustrations. BIC Classification: UMN; UMX. Category: (P) Professional & Vocational. Dimension: 253 x 178 x 48. Weight in Grams: 1446. . 2009. 1st Edition. Hardcover. . . . . N° de réf. du vendeur V9780470060698
Description du livre Gebunden. Etat : New. DANIEL J. DUFFY has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes . N° de réf. du vendeur 5917314
Description du livre Hardcover. Etat : Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock. N° de réf. du vendeur __0470060697
Description du livre Etat : New. N° de réf. du vendeur ABLIING23Feb2215580218658
Description du livre Etat : New. 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. Series: Wiley Finance Series. Num Pages: 775 pages, Illustrations. BIC Classification: UMN; UMX. Category: (P) Professional & Vocational. Dimension: 253 x 178 x 48. Weight in Grams: 1446. . 2009. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. N° de réf. du vendeur V9780470060698