发表于2024-12-18
Monte Carlo Frameworks 2024 pdf epub mobi 电子书
和Duffy以前的书的风格一致,凌乱不堪。这次的书有两个作者,两人之间协作分配的不好,从代码就可以看出来,风格不统一。 个人看下来书中给的两个例子最精细:美式期权定价的longstarff - SCHWARTZ 回归方法和heston随机波动率模型的实现。第一个例子是Glassmann的mo...
评分和Duffy以前的书的风格一致,凌乱不堪。这次的书有两个作者,两人之间协作分配的不好,从代码就可以看出来,风格不统一。 个人看下来书中给的两个例子最精细:美式期权定价的longstarff - SCHWARTZ 回归方法和heston随机波动率模型的实现。第一个例子是Glassmann的mo...
评分和Duffy以前的书的风格一致,凌乱不堪。这次的书有两个作者,两人之间协作分配的不好,从代码就可以看出来,风格不统一。 个人看下来书中给的两个例子最精细:美式期权定价的longstarff - SCHWARTZ 回归方法和heston随机波动率模型的实现。第一个例子是Glassmann的mo...
评分和Duffy以前的书的风格一致,凌乱不堪。这次的书有两个作者,两人之间协作分配的不好,从代码就可以看出来,风格不统一。 个人看下来书中给的两个例子最精细:美式期权定价的longstarff - SCHWARTZ 回归方法和heston随机波动率模型的实现。第一个例子是Glassmann的mo...
评分和Duffy以前的书的风格一致,凌乱不堪。这次的书有两个作者,两人之间协作分配的不好,从代码就可以看出来,风格不统一。 个人看下来书中给的两个例子最精细:美式期权定价的longstarff - SCHWARTZ 回归方法和heston随机波动率模型的实现。第一个例子是Glassmann的mo...
图书标签: 蒙特卡洛 C++ 金融工程 quant Monte-Carlo
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 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 ++.
超好一本書。
评分超好一本書。
评分超好一本書。
评分超好一本書。
评分超好一本書。
Monte Carlo Frameworks 2024 pdf epub mobi 电子书