C for Financial Mathematics - Programmer Books

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If you know a little bit about financial mathematics but don't yet know a lot about programming, then C for Financial Mathematics is for you. C is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need to know to price derivatives in C without unnecessary complexities or technicalities. It leads the reader step-by-step from programming novice to writing a sophisticated and flexible financial mathematics library. At every step, each new idea is motivated and illustrated with concrete financial examples.

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