2005版Unix环境高级编程权威指南

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《编程在UNIX环境:第二版》(Advanced Programming in the UNIX® Environment: Second Edition) 是由W. Richard Stevens和Stephen A. Rago合著的一本经典的计算机科学教材,于2005年由Addison-Wesley Professional出版社出版。这本书旨在为使用包括UNIX和类UNIX操作系统环境的专业人士提供全面而详尽的指导,更新了早期版本的内容,以适应不断发展的技术趋势。 作者们在这个第二版中移除了过时的部分,并且融入了最新的技术和发展。书中对所有主题、示例以及针对流行UNIX和类UNIX实现的应用进行了全面的修订,确保读者能够了解到最新版本的操作系统特性和最佳实践。尽管如此,本书仍然保持了原著的经典风格和精髓,延续了Richard Stevens在原著中的深入浅出的教学方式。 该书的特色在于其详实的API(应用程序接口)讲解,通过清晰的实例展示了它们的使用方法,这对于系统程序员来说是一大福音。不仅如此,Stephen Rago还特别关注并提到了在开发过程中可能遇到的陷阱和注意事项,帮助读者避免常见的错误,提高代码质量和效率。 评论家如Mukesh Kacker,Pronto Networks, Inc.的联合创始人和前首席技术官,高度评价这本书是UNIX编程的重要经典之一,认为它是任何严肃或专业UNIX系统程序员的必备参考书籍。另一位著名作家Eric S. Raymond,在《UNIX编程艺术》一书中提到,这本书是对原作的卓越更新,是深入理解UNIX系统编程的基石。 《编程在UNIX环境:第二版》不仅是一本技术指南,也是一本与时俱进的实用手册,对于任何想要提升在UNIX/类UNIX环境下的编程技能的专业人士来说,它是一份不可或缺的宝贵资源。无论是学习新进的技术,还是寻求对现有知识的巩固和深化,这都是一次深入系统的探索之旅。
2023-06-03 上传

(a) Consider the case of a European Vanilla Call option which is path independent. Examine the convergence of the Monte Carlo Method using the programme given in ‘MC Call.m’. How does the error vary with the number of paths nP aths? The current time is t = 0 and the Expiry date of the option is t = T = 0.5. Suppose that the current value of the underlying asset is S(t = 0) = 100 and the Exercise price is E = 100, with a risk free interest rate of r = 0.04 and a volatility of σ = 0.5. (b) Now repeat part (a) above but assume that the volatility is σ = 0.05. Does the change in the volatility σ influence the convergence of the Monte Carlo Method? (c) Now repeat part (a) but instead of taking one big step from t = 0 to t = T divide the interval into nSteps discrete time steps by using the programme given in ‘MC Call Small Steps.m’. Confirm that for path independent options, the value of nP aths determines the rate of convergence and that the value of nSteps can be set to 1. (d) Now let us consider path dependent options. The programme given in ‘MC Call Small Steps.m’ is the obvious starting point here. We assume that the current time is t = 0 and the expiry date of the option is t = T = 0.5. The current value of the underlying asset is S(t = 0) = 100 and the risk free interest rate is r = 0.05 and the volatility is σ = 0.3. (i) Use the Monte Carlo Method to estimate the value of an Arithematic Average Asian Strike Call option with Payoff given by max(S(T) − S, ¯ 0). (ii) Use the Monte Carlo Method to estimate the value of an Up and Out Call option with Exercise Price E = 100 and a barrier X = 150. (iii) Comment on the the rate of convergence for part (i) and (ii) above with respect to the parameters nP aths and nP aths使用matlab编程

2023-06-11 上传