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quantmeh
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 1st, 2009, 4:39 pm

why would there be a book on MC and C++? what's added value in "C++" part in this case? what's special about C++ implementations?basically what's the premium over a book "Monte Carlo"?
 
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 1st, 2009, 5:36 pm

QuoteOriginally posted by: jawabeanwhy would there be a book on MC and C++? what's added value in "C++" part in this case? what's special about C++ implementations?basically what's the premium over a book "Monte Carlo"?We wanted a MC++ It should be obvious.C++ is the most natural language for this kind of problem in our opinion. Performance and extendibility. And it needs to be linked up with _legacy_ systems (backwards compatibity). It's the closest shot to a language that is suitable for scientific computation. You can use OOP, GP and modular models. An important issue was that we provide code so that the reader does not have to code his own stuff based on algorithmic or pseudocode input.The alternatives are C#, Matlab and Java. Although C# is OK for PDEs I would not like it for MC one reason being that you have to do everything from scratch. And it's about 20% slower than C++.Neither Joerg nor myself have been approached to do it in Java. I have not done Java since 1996 so I cannot say if it suitable. Other options might be Erlang, F# and Ocaml but they are bit exclusive. C? well no.Most people still want C++ as far as we can see. C++ is really flexible (templates and later all the maths stuff in boost).Finally, we wanted to write a book about the theory, numerics _and_ code so that people can run the programs themselves with their own parameters. The rationale is in the bespoke Preface.That's all I suppose
Last edited by Cuchulainn on May 31st, 2009, 10:00 pm, edited 1 time in total.
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danders3
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 2nd, 2009, 3:56 am

This looks great when will the full book be out?
 
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 2nd, 2009, 6:54 am

QuoteOriginally posted by: danders3This looks great when will the full book be out?Well, I suppose I can tell a wee bit of the planning if you promise not to tell anyone The copy editing is ready (a month ahead of schedule). Then we examine the final proof and make a nice easy-to-use CD with the s/w on it. Don't quote me on it but I reckon another [2,3] months? Logistics must be taken into account, like shipping.
Last edited by Cuchulainn on June 1st, 2009, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
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danders3
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 3:03 am

well i will definitely check out a copy~ My c++ is not great but I can see what's going on with the math. When I try to put the code into VS2008 it gives me a ton of errors. Could you tell me what I need to #include and where to find it? I appreciate it I would like to get the code working...
 
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 5:37 am

First, read chapter 2 of my 2006 C++ book. If you are a novice you should build your programs first. C++ you learn from the ground up.Do you know how the compiler and linker work and when .hpp and .cpp are used? Otherwise you won't understand error messages.Second, here is a video capture how to create a project based on the bespoke chapter 2. On the new CD we will have ready-run projects for people like you to ease the pain. Buj seriously, you must learn the fundamentals first (it's like learning to break your fall in judo). Edit: MC book assumes you know C++!!!!!!!
Last edited by Cuchulainn on June 2nd, 2009, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
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danders3
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 6:43 am

OK I am gonna check out your book, I should be able to work through it by the time the MC book is out
 
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FaridMoussaoui
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 6:50 am

QuoteOriginally posted by: Cuchulainn .... friendly Windows ..... Waw, an oxymoron.
 
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 8:07 am

QuoteOriginally posted by: FaridMoussaouiQuoteOriginally posted by: Cuchulainn .... friendly Windows ..... Waw, an oxymoron.really, you think so? So, i have been working all these years with an oxymoron?
Step over the gap, not into it. Watch the space between platform and train.
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 8:09 am

QuoteOriginally posted by: danders3OK I am gonna check out your book, I should be able to work through it by the time the MC book is out Good idea. And take it in steps. And make sure templates!
Step over the gap, not into it. Watch the space between platform and train.
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FaridMoussaoui
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 8:19 am

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: FaridMoussaouiQuoteOriginally posted by: Cuchulainn .... friendly Windows ..... Waw, an oxymoron.really, you think so? So, i have been working all these years with an oxymoron?Nobody is perfect.
 
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 8:51 am

QuoteOriginally posted by: FaridMoussaouiQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: FaridMoussaouiQuoteOriginally posted by: Cuchulainn .... friendly Windows ..... Waw, an oxymoron.really, you think so? So, i have been working all these years with an oxymoron?Nobody is perfect.Which IDE do you use? Of course you know that almost everyone uses Windows, VS and Excel
Last edited by Cuchulainn on June 2nd, 2009, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
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FaridMoussaoui
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Location: Genève, Genf, Ginevra, Geneva

Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 12:07 pm

QuoteOriginally posted by: CuchulainnWhich IDE do you use? Of course you know that almost everyone uses Windows, VS and Excel Your sentence remembered me the advertising by microsoft "Know The Facts" and its assault on Linux.I consider myself that not using windows is a skill but as I said: nobody is perfect.F.
 
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Cuchulainn
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 3rd, 2009, 12:13 pm

QuoteOriginally posted by: FaridMoussaouiQuoteOriginally posted by: CuchulainnWhich IDE do you use? Of course you know that almost everyone uses Windows, VS and Excel Your sentence remembered me the advertising by microsoft "Know The Facts" and its assault on Linux.I consider myself that not using windows is a skill but as I said: nobody is perfect.F.Good for you if that's what you want. Most of my readers want Windows.I remember the time (20 years ago) when Medusa CAD stations cost 0.5 * 10^6 guilders, Ada compilers 6 * 10^4 and Sparkies 1 * 10^ 5. Fine if you work in a research institute.Then came along MS and prices dropped so that people like me could set up their own companies.
Last edited by Cuchulainn on June 2nd, 2009, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
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danders3
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Forthcoming Book: Monte Carlo and C++ (Kienitz/Duffy)

June 10th, 2009, 8:36 pm

nothing to see here, lol
Last edited by danders3 on June 10th, 2009, 10:00 pm, edited 1 time in total.
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