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I find reading other code is a great way to learn. I'm working through both Quantlib and GNU Scientific Library to learn numerical methods that can be used in
by BrentRitterbeck 17y ago
I find reading other code is a great way to learn. I'm working through both Quantlib and GNU Scientific Library to learn numerical methods that can be used in finance. Theory is one thing, but when you see an actual implementation of it, then it becomes much more clear.