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I don't think there is any good finance book for learning C++. The best C++ books are simply the generalist C++ books that you can see by searching "C++" on Amazon. There are many free C++ online courses, I'm sure you will find something on Coursea. The best C++ book has to be The C++ Programming Language, by Bjarne Stroustrup. However, it's probably too ...


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There has been a lot of work in recent years on the pricing and hedging of volatility derivatives, leading to some non-obvious, even startling results. It is summarized in Mark Joshi's book More Mathematical Finance among other places. It all started with the work of Anthony Neuberger on the Log Contract in 1994, which seemed to be a theoretical result ...



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