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C++ Design Patterns and Derivatives Pricing


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This new edition includes several new chapters covering topics increased resilience in the face of exceptions, designing a generic factory, interfacing C + + with EXCEL, and improving code design using the idea of decoupling. Complete ANSI / ISO compatible C + + source code is hosted on a site attached to the reader to study in detail, and reuse as they see fit. Are you a student of financial mathematics, a working quantitative analyst or financial mathematician, you need this book.

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