Financial Instrument Pricing Using C++ Book PDF, ePub eBook

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Book Descriptions:
Designing and Implementing Software for Financial Instrument Pricing provides a step by step account of how to price financial derivatives using C++, design patterns and state-of-the-art numerical schemes and methods.

Written for those involved in the design and implementation of numerical models for financial derivative products, author Daniel Duffy takes a practical approach to realising these goals using C++, design patterns and state of the art numerical schemes and methods.

Financial Instrument Pricing Using C++ by Daniel J. Duffy

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