Recent content by tikam

hello everyone, i am trying to simulate the path of an asset over time (let say one year) between two points using Brownian bridge (like for stress tests). I was wondering if it was possible to split the yearly simulations into twelve monthly MC simulation? Instead of computing one final value...

justin london modeling derivatives in C++ Hello Guys, I agree with Andy, the code is buggy. I have not read the lookback option part, but for Garch/Interest Rates Models/Monte Carlo simulation, most of the routines fail if you follow the code given by Justin London. Since there is no much...

As always it depends on what you are looking for... I have bought this book one year ago. The audience aimed by this book, is people with no previous knowlege of C#. If you are already a guru, you may loose your time/money. But if you have no previous knowledge of c# the book is well...

Hello Dave, Boost has compiled without any trouble, i think it was the SDK. The patch has worked fine, except for one file (the solution file has not been saved ), nevertheless, MSVC could run the solution. Many thanks again, your post was really needed. Bye

Hello Dave, Your 're right, it seems there is no such file as 'libboost_unit_test.lib' in my drive. This lib is built by bjam, right? It is not in the files in boost when one downloads it? Cause I have checked those files and it is not there either. I have downloaded again MSVC (I have...

Hello Dave, Nothing new on boost, I have moved to another project in C# so I did not have much time for it. As i told you, I was not offer the option to choose to install or not the sdk when I have re-installed visual studio. So i still don't know if it has failed to compile because of that or...

Hello Dave, I have installed again MSCV but the set engine did not propose me to install the sdk. The only option available was the SQL server which has failed to install anyway for unknown reason. I have followed your instructions anyway but bjam has returned me: -1952 failures to update...

All right Dave, I have uninstalled VS, I 'll try again. Tell you, if it does not work any better. Thks.

Hello Everyone, I am trying to build Boost for visual studio 2008 express edition and I am facing the same problem as CodingForFun with the SDK. I have followed the link to VsSDK_sfx and when I trying yo install the SDK I have a message that tells me I need Visual Studio Standard Edition...