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C++ Book from Introduction to Advanced for Financial Engineering

  • Thread starter Thread starter sak
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sak

Joined
8/16/09
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I am looking for a C++ book which implements financial engineering in C++ for intermediate to advanced level. Duffy's Introduction to Finance disappointed me as it is shallow, covers everything as a patchwork and does not take the reader to a challenging level.

I am trying to build my base before I enroll in MFE programs. I have fairly good background in C++ but none in financial modelling.
 

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