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

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

by Daniel J . Duffy (Author), JoergKienitz (Author)

Synopsis

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.

$93.12

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 775
Edition: Har/Cdr
Publisher: John Wiley & Sons
Published: 25 Sep 2009

ISBN 10: 0470060697
ISBN 13: 9780470060698