Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (The Wiley Finance Series)
Duffy, Daniel J.; Kienitz, Joerg
Language: English
Published by Wiley, 2009
- Hardcover
- Used
Seller: CONTINENTAL MEDIA & BEYOND, Ocala, FL, U.S.A.CONTINENTAL MEDIA & BEYOND
AbeBooks seller since August 26, 2008
Condition: Used - Very good
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- Title
- Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (The Wiley Finance Series)
- Author
- Duffy, Daniel J.; Kienitz, Joerg
- Publisher
- Wiley
- Publication year
- 2009
- Condition
- Used: Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0470060697
- ISBN 13
- 9780470060698
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 ++.
"Synopsis" may belong to another edition of this title.
About the Author
JÖRG KIENITZ is the head of Quantitative Analysis at Deutsche Postbank AG. He is primarily involved in the developing and implementation of models for pricing of complex derivatives structures and for asset allocation. He is also lecturing at university level on advanced financial modelling and gives courses on ‘Applications of Monte Carlo Methods in Finance’ and on other financial topics including Lévy processes and interest rate models. Joerg holds a Ph.D. in stochastic analysis and probability theory.
"About the title" may belong to another edition of this title.
CONTINENTAL MEDIA & BEYOND
Ocala, FL, U.S.A.
AbeBooks seller since August 26, 2008
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CONTINENTAL MEDIA & BEYOND
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