Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (Hardcover)
暫譯: 蒙地卡羅框架：構建可自定義的高效能 C++ 應用程式 (精裝版)

Daniel J. Duffy, Joerg Kienitz

Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (Hardcover)
  • 出版商: Wiley
  • 出版日期: 2009-11-01
  • 售價: $4,950
  • 貴賓價: 9.5 折 $4,703
  • 語言: 英文
  • 頁數: 776
  • 裝訂: Hardcover
  • ISBN: 0470060697
  • ISBN-13: 9780470060698
  • 相關分類: C++ 程式語言

    • 立即出貨 (庫存=1)

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商品描述

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 ++.

 

商品描述(中文翻譯)

這是一本首批描述分析、設計和實現 Monte Carlo 應用所需所有步驟的書籍。它討論了金融理論以及撰寫靈活且高效的 C++ 代碼所需的數學和數值背景，使用最先進的設計和系統模式、物件導向和泛型程式設計模型，結合標準庫和工具。

本書附有一張 CD，包含所有範例的源代碼。強烈建議您通過編譯代碼並擴展以滿足您的需求來進行實驗。支持通過 www.datasimfinancial.com 的用戶論壇提供，您可以在那裡發表問題並與其他購買本書的讀者交流。

本書適合那些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++ 的基本知識。

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