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 ++.
發表於2024-11-18
Monte Carlo Frameworks 2024 pdf epub mobi 電子書 下載
和Duffy以前的書的風格一緻,淩亂不堪。這次的書有兩個作者,兩人之間協作分配的不好,從代碼就可以看齣來,風格不統一。 個人看下來書中給的兩個例子最精細:美式期權定價的longstarff - SCHWARTZ 迴歸方法和heston隨機波動率模型的實現。第一個例子是Glassmann的mo...
評分和Duffy以前的書的風格一緻,淩亂不堪。這次的書有兩個作者,兩人之間協作分配的不好,從代碼就可以看齣來,風格不統一。 個人看下來書中給的兩個例子最精細:美式期權定價的longstarff - SCHWARTZ 迴歸方法和heston隨機波動率模型的實現。第一個例子是Glassmann的mo...
評分和Duffy以前的書的風格一緻,淩亂不堪。這次的書有兩個作者,兩人之間協作分配的不好,從代碼就可以看齣來,風格不統一。 個人看下來書中給的兩個例子最精細:美式期權定價的longstarff - SCHWARTZ 迴歸方法和heston隨機波動率模型的實現。第一個例子是Glassmann的mo...
評分和Duffy以前的書的風格一緻,淩亂不堪。這次的書有兩個作者,兩人之間協作分配的不好,從代碼就可以看齣來,風格不統一。 個人看下來書中給的兩個例子最精細:美式期權定價的longstarff - SCHWARTZ 迴歸方法和heston隨機波動率模型的實現。第一個例子是Glassmann的mo...
評分和Duffy以前的書的風格一緻,淩亂不堪。這次的書有兩個作者,兩人之間協作分配的不好,從代碼就可以看齣來,風格不統一。 個人看下來書中給的兩個例子最精細:美式期權定價的longstarff - SCHWARTZ 迴歸方法和heston隨機波動率模型的實現。第一個例子是Glassmann的mo...
圖書標籤: 濛特卡洛 C++ 金融工程 quant Monte-Carlo
超好一本書。
評分超好一本書。
評分超好一本書。
評分超好一本書。
評分超好一本書。
Monte Carlo Frameworks 2024 pdf epub mobi 電子書 下載