Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (Hardcover)

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 ++.

 

這是其中一本描述分析、設計和實施蒙地卡羅應用程式所需步驟的首批書籍之一。它討論了金融理論以及撰寫靈活高效的C++程式碼所需的數學和數值背景，並結合應用最新的設計和系統模式、物件導向和泛型程式設計模型，以及標準庫和工具。本書附有一張光碟，其中包含所有範例的原始碼。強烈建議您通過編譯和擴展程式碼來進行實驗，以滿足您的需求。支援可通過www.datasimfinancial.com上的使用者論壇提供，您可以在該論壇上發布問題並與其他購書者交流。本書適用於在計算金融領域設計和開發模型的專業人士。本書假設您具備C++的工作知識。