TY - BOOK AU - Duffy,Daniel J. AU - Kienitz,Joerg TI - Monte Carlo frameworks: building customisable high performance C++ applications SN - 9780470060698 (cloth) AV - HG106 DUF 2009 U1 - 518/.28202855133 22 PY - 2009/// CY - Chichester, U.K. PB - Wiley KW - Finance KW - Mathematical models KW - Monte Carlo method KW - C++ (Computer program language) N1 - Includes bibliographical references and index ER -