{"product_id":"monte-carlo-frameworks-building-customisable-high-performance-c-applications-with-cdrom-9780470060698","title":"Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications [With CDROM]","description":"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. \u003cp\u003e\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e 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. \u003cp\u003e\u003c\/p\u003e \u003cp\u003e\u003c\/p\u003e 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 ++. \u003cp\u003e\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Daniel J. Duffy, Joerg Kienitz\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/01\/2009\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 784\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 3.17lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.84h x 6.86w x 1.86d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780470060698\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eDANIEL J. DUFFY\u003c\/b\u003e 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 for this field. He is the founder of Datasim Education and has a PhD in Numerical Analysis from Trinity College, Dublin. \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e \u003cb\u003eJÖRG KIENITZ\u003c\/b\u003e 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.\u003cbr\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Hardcover","offer_id":40092238938227,"sku":"9.78047E+12","price":154.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/products\/img_96519145-605a-46d9-9964-8a6b673e1261.jpg?v=1652797791","url":"https:\/\/bookstorenmore.com\/products\/monte-carlo-frameworks-building-customisable-high-performance-c-applications-with-cdrom-9780470060698","provider":"Bookstore N More","version":"1.0","type":"link"}