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Monte Carlo Frameworks: Building Customisable High-performance C++ Applications [推广有奖]

221楼

shelf317(真实交易用户) 发表于 2013-1-5 22:54:44

anything particular about this book on MC?

222楼

shelf317(真实交易用户) 发表于 2013-1-5 22:58:23

seems pretty good
decent one!

boost library
multi-threaded, parallel computing
openMP
Excel integration

223楼

shelf317(真实交易用户) 发表于 2013-1-5 23:03:53

It even has an example study on the Heston model.
I am working with Heston for a while now.
Hopefully I can learn something new from this book.

224楼

jinj663(未真实交易用户) 发表于 2013-1-6 08:55:34

看看

225楼

alias.caffrey(未真实交易用户) 发表于 2013-1-7 05:21:07

thnks

226楼

一计绝尘(未真实交易用户) 发表于 2013-1-14 12:15:44

第一次来这个论坛发帖，发现很多不错的资源，感谢楼主的付出

227楼

megajing(未真实交易用户) 发表于 2013-1-15 00:32:44

Thank you for sharing!

228楼

qqqqq_1992(未真实交易用户) 发表于 2013-1-18 11:02:43

急切的想看看

229楼

天外逍遥1019(未真实交易用户)

发表于 2013-1-18 15:28:32

看看

230楼

lnzsks(未真实交易用户) 发表于 2013-1-20 07:00:19

Thanks

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