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Monte Carlo Frameworks
Building Customisable High-performance C++ Applications
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 ++.
778 pages; ISBN 9780470684061
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