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

John Wiley & Sons Search John Wiley & Sons by Daniel J. Duffy Joerg Kienitz Search Daniel J. Duffy Joerg Kienitz

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Wiley::Monte Carlo Frameworks: Building Customisable High ...
Cover image for product 0470060697. Larger Image. Monte Carlo Frameworks: Building Customisable High-performance C++ Applications. Daniel J. Duffy, Joerg Kienitz. ISBN: 978-0-470-06069-8. Hardcover. 775 pages. September 2009 ...
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Monte Carlo Frameworks: Building Customisable High-performance C++ ...
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 ...
http://eu.wiley.com/WileyCDA/WileyTitle/productCd-0470060697.html?cid=RSS_WILEY2_BUSINESS

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