Monte Carlo frameworks
Subtitle: building customisable high performance C++ applications
By: Daniel J. Duffy, Jörg Kienitz.
Contributors: Kienitz, Joerg.
Series: Wiley finance
Publisher: Wiley
Published: 2009
Place of publication: Chichester, U.K
Language: eng
Number of pages: 750
ISBN-13: 9780470060698
Subjects: Finance -- Mathematical models; Monte Carlo method; C++ (Computer program language)
Notes: Includes bibliographical references and index.