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Hi Andy Nguyen,Is this book (C++ Design Patterns and Derivatives Pricing) really appropriate for someone with sparse math background? I just read the first chapter and I think it assumes the reader of it already knew how to solve the black scholes PDE.
Hi Andy Nguyen,
Is this book (C++ Design Patterns and Derivatives Pricing) really appropriate for someone with sparse math background? I just read the first chapter and I think it assumes the reader of it already knew how to solve the black scholes PDE.
