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Daniel Duffy's "Financial Instrument Pricing Using C++"

Daniel Duffy

C++ author, trainer
The book is a major update to C++11 etc. and PDE/FDM/MC/lattice models. The code directories are in 1:1 correspondence and available by contacting me.

I think sample chapter 1 gives a good overview of what's on offer.

C++ background level is from let's say the QN C++ course. It is not a beginner's book.

We have a new web site which we are adding stuff to.

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