Quantitative Finance
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Sanjit
  • Member for 9 years, 3 months
  • Last seen more than 4 years ago
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I am a C++ system programmer, work mostly in server side code running in background on unix (linux) platforms.

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How to price touch options using quantlib?
Nov 2, 2015
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Generate binary code (shared library) from embedded LLVM in C++

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