Isbn: 9780470060698 - monte carlo frameworks: building customisable high-performance c++ applications (24 risultati)

Condizione: very_good. This book is in Very good condition. There may be a few flaws like shelf wear and some light wear.

Hardcover. Condizione: Very Good. 1. With dust jacket. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Condizione: Used: Very Good. 2009 hardcover dust jacket in Like new condition clean and crisp pages clean text only has a light mark in back of book otherwise like new 750 pages includes CD J-16.

UNK. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: new.

Condizione: New. In English.

Condizione: New.

Condizione: New. pp. xxv + 750 Illus.

Condizione: New. 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. As the Monte Carlo simulation has become an essential tool in the pricing of derivatives, this book is timely and practical. Series: Wiley Finance Series. Num Pages: 775 pages, Illustrations. BIC Classification: UMN; UMX. Category: (P) Professional & Vocational. Dimension: 253 x 178 x 48. Weight in Grams: 1446. . 2009. 1st Edition. Hardcover. . . . .…

Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.

Condizione: New. 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. As the Monte Carlo simulation has become an essential tool in the pricing of derivatives, this book is timely and practical. Series: Wiley Finance Series. Num Pages: 775 pages, Illustrations. BIC Classification: UMN; UMX. Category: (P) Professional & Vocational. Dimension: 253 x 178 x 48. Weight in Grams: 1446. . 2009. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

Condizione: New. pp. xxv + 750 1st Edition.

hardcover. Condizione: Sehr gut. 784 Seiten; 9780470060698.2 Gewicht in Gramm: 500.

Condizione: New. DANIEL J. DUFFY has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes .

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condizione: Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock.

Condizione: As New. Unread book in perfect condition.

Kombiprodukt. Condizione: Neu. Neuware.

Condizione: gut. 2009. Monte Carlo Frameworks: Building Customisable High-performance C++ Applications (The Wiley Finance Series) In englischer Sprache. pages.

Hardcover. Condizione: new. 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 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 ++. 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. As the Monte Carlo simulation has become an essential tool in the pricing of derivatives, this book is timely and practical. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Hardcover. Condizione: Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock. This item is printed on demand.

Condizione: New. PRINT ON DEMAND pp. xxv + 750.