Da: BooksRun, Philadelphia, PA, U.S.A.
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.
Da: Bay State Book Company, North Smithfield, RI, U.S.A.
Condizione: very_good.
Da: Solr Books, Lincolnwood, IL, U.S.A.
Condizione: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear.
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.
EUR 86,37
Quantità: 15 disponibili
Aggiungi al carrelloUNK. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 96,76
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 86,36
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: new.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 87,00
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 86,36
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
EUR 112,10
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New. pp. xxv + 750 Illus.
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Prima edizione
EUR 108,40
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: 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. . . . .
Condizione: New. pp. xxv + 750 1st Edition.
EUR 135,21
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: 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.
Da: GoldBooks, Denver, CO, U.S.A.
Hardcover. Condizione: new. New Copy. Customer Service Guaranteed.
EUR 147,96
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: 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 .
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 197,10
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 187,55
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Da: Revaluation Books, Exeter, Regno Unito
EUR 204,29
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 220,70
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 205,44
Quantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware.
Lingua: Inglese
Editore: John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470060697 ISBN 13: 9780470060698
Da: AussieBookSeller, Truganina, VIC, Australia
Prima edizione Print on Demand
EUR 105,30
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. 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 Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: John Wiley & Sons Inc, New York, 2009
ISBN 10: 0470060697 ISBN 13: 9780470060698
Da: CitiRetail, Stevenage, Regno Unito
Prima edizione Print on Demand
EUR 94,36
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. 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.
Da: Revaluation Books, Exeter, Regno Unito
EUR 122,27
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. hardback/cd-rom edition. 352 pages. 10.00x7.00x2.00 inches. In Stock. This item is printed on demand.