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Books

Monte Carlo Frameworks
Monte Carlo Frameworks
Building Customisable High-Performance C++ Applications »
 
 
 
 
 

Financial Instrument Pricing Using C++
Financial Instrument Pricing Using C++
Financial Instrument Pricing Using C++ »
 
 
 
 
 

Introduction to C++ for Financial Engineers
Introduction to C++ for Financial Engineers
This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No pr... »
 
 
 
 
 

Finite Difference Methods in Financial Engineering
Finite Difference Methods in Financial Engineering
Finite Difference Methods in Financial Engineering »
 
 
 
 
 

Domain Architectures
Domain Architectures
Domain Architectures describes and documents a number of recurring patterns and models which emerge in real-life software projects. A domain architecture is ... »