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

By Daniel J. Duffy

Designing and imposing software program for monetary software Pricing presents a step-by-step account of the way to cost monetary derivatives utilizing C++, layout styles and state of the art numerical schemes and strategies.

Written for these inquisitive about the layout and implementation of numerical versions for monetary spinoff products, author Daniel Duffy takes a pragmatic method of realising those pursuits utilizing C++, layout styles and state-of-the-art numerical schemes and strategies.

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