Preface |
My First Monte Carlo Application One-Factor Problems / Chapter 0: |
Mathematical Preparations for the Monte Carlo Method / Chapter 1: |
The Mathematics of Stochastic Differential Equations (SDE) / Chapter 2: |
Alternative SDEs and Toolkit Functionality / Chapter 3: |
An Introduction to the Finite Difference Method for SDE / Chapter 4: |
Design and Implementation of Finite Difference Schemes in Computational Finance / Chapter 5: |
Advanced Finance Models and Numerical Methods / Chapter 6: |
Architectures and Frameworks for Monte Carlo Methods: Overview / Chapter 8: |
System Decomposition and System Patterns / Chapter 9: |
Detailed Design using the GOF Patterns / Chapter 10: |
Combining Object-Oriented and Generic Programming Models / Chapter 11: |
Data Structures and their Application to the Monte Carlo Method / Chapter 12: |
The Boost Library: An Introduction / Chapter 13: |
C++ Application Optimisation and Performance Improvement / Chapter 21: |
An Introduction to Multi-threaded and Parallel Programming / Chapter 24: |
An Introduction to OpenMP and its Applications to the Monte Carlo Method / Chapter 25: |
Excel, C++ and Monte Carlo Integration / Chapter 27: |
Preface |
My First Monte Carlo Application One-Factor Problems / Chapter 0: |
Mathematical Preparations for the Monte Carlo Method / Chapter 1: |
The Mathematics of Stochastic Differential Equations (SDE) / Chapter 2: |
Alternative SDEs and Toolkit Functionality / Chapter 3: |
An Introduction to the Finite Difference Method for SDE / Chapter 4: |