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Monte Carlo Frameworks: Building Customisable High-performance C++ Applications

Daniel J. Duffy, Joerg Kienitz

[PDF.xz59] Monte Carlo Frameworks: Building Customisable High-performance C++ Applications

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 | #3297411 in Books |  2009-11-02 | Original language:English | PDF # 1 |  9.90 x1.90 x7.00l,3.17 | File type: PDF | 776 pages

||14 of 17 people found the following review helpful.| Pot-pourri and rehash of existing mediocre material|By unknowncoward|Daniel Duffy is in the business of writing and publishing books, period. Not so much in the business of disseminating expertise and advice. For those who haven't realized that yet, this is his fourth of fifth serving of this kind. I have been again and again disappointed by his books. Extremely shallow writi|From the Inside Flap|"With many books on C++ and Monte Carlo methods at hand, Daniel and Jörg have taken a serious approach to combine these topics in one volume. It is this combination that makes the book worth reading for a junior quant as an introduction

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.


You can specify the type of files you want, for your device.Monte Carlo Frameworks: Building Customisable High-performance C++ Applications   |  Daniel J. Duffy, Joerg Kienitz.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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