Monte Carlo frameworks : building customisable high-performance C++ applications / Daniel J. Duffy, Jörg Kienitz.

Author/creator Duffy, Daniel J.
Other author Kienitz, Joerg.
Format Software
Publication InfoChichester, U.K. : Wiley, ©2009.
Descriptionxxv, 750 pages : illustrations ; 26 cm + 1 CD-ROM (4 3/4 in.)
Subjects

SeriesWiley finance
Wiley finance series. ^A517226
Bibliography noteIncludes bibliographical references and index.
LCCN 2009021640
ISBN9780470060698 (cloth)
ISBN0470060697 (cloth)