Monte Carlo Frameworks

Daniel J. Duffy, Joerg Kienitz

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"... CD which contains the source code for all the examples."--Verso de la jaquette.

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Can anybody recommend a good introduction book on Monte Carlo algorithms in c++? Preferably with applications to physics, and even more preferably, the kind of physics being quantum mechanics.


Why not using C# instead ?

I would recommend you the book of George Levy This book deals with financial mathematics and so with Monte-Carlo methods..

If you don't mind a book with a finance slant to it, my initial assessment of Monte Carlo Frameworks: Building Customisable High-Performance C++ Applications is very positive.

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