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Showing posts with the label Mathematics

First post using stackedit

Welcome to StackEdit! Hey! I’m your first Markdown document in StackEdit 1 . Don’t delete me, I’m very helpful! I can be recovered anyway in the Utils tab of the Settings dialog. Documents StackEdit stores your documents in your browser, which means all your documents are automatically saved locally and are accessible offline! Note: StackEdit is accessible offline after the application has been loaded for the first time. Your local documents are not shared between different browsers or computers. Clearing your browser’s data may delete all your local documents! Make sure your documents are synchronized with Google Drive or Dropbox (check out the Synchronization section). Create a document The document panel is accessible using the button in the navigation bar. You can create a new document by clicking New document in the document panel. Switch to another document All your local documents are listed in the document panel. You can switch from one to anoth...
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Numerical Linear Approximation in C (Chapman & Hall/CRC Numerical Analysis and Scientific Computing Series), 2008

If possible, please buy a legal copy from Amazon Book Description Illustrating the relevance of linear approximation in a variety of fields, Numerical Linear Approximation in C presents a unique collection of linear approximation algorithms that can be used to analyze, model, and compress discrete data. Developed by the lead author, the algorithms have been successfully applied to several engineering projects at the National Research Council of Canada. Basing most of the algorithms on linear programming techniques, the book begins with an introductory section that covers applications, the simplex method, and matrices. The next three parts focus on various L 1 , Chebyshev, and least squares approximations, including one-sided, bounded variables, and piecewise. The final section presents the solution of underdetermined systems of consistent linear equations that are subject to different constraints on the elements of the unknown solution vector. Except...
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C++ Design Patterns and Derivatives Pricing, Second Edition, 2008

If possible, please buy a legal copy from Amazon Book Description Newly updated second edition and now in paperback! This is the first book on implementing financial models using object-oriented C++. Assuming only a basic knowledge of C++ and mathematical finance, the reader learns how to produce well-designed, structured, reusable code via carefully-chosen examples. This new edition includes several new chapters covering topics of increasing robustness in the presence 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 an accompanying website for the reader to study in detail, and reuse as they see fit. Whether you are a student of financial mathematics, a working quantitative analyst or financial mathematician, you need this book. Offering practical steps for implementing pricing models for complex financial products, it wi...
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