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In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software.
Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, [...] providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
In this step-by-step guide to software development for financial analysts, traders, developers and quants, the authors show both novice and experienced practitioners how to develop robust and accurate pricing models and employ them in real environments. Traders will learn how to design and implement applications for curve and surface modeling, fixed income products, hedging strategies, plain and exotic option modeling, interest rate options, structured bonds, unfunded structured products, and more. A unique mix of modern software technology and quantitative finance, this book is both timely and practical. The approach is thorough and comprehensive and the authors use a combination of C# language features, design patterns, mathematics and finance to produce efficient and maintainable software.
Designed for quant developers, traders and MSc/MFE students, each chapter has numerous exercises and the book is accompanied by a dedicated companion website, [...] providing all source code, alongside audio, support and discussion forums for readers to comment on the code and obtain new versions of the software.
DANIEL J. DUFFY has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes for this field. He is the founder of Datasim Education and has a PhD in Numerical Analysis from Trinity College, Dublin.
ANDREA GERMANI was born in Lodi, Italy in 1975, where he currently lives. After graduating from Bocconi University in Milano, he obtained the Certificate in Quantitative Finance in London under the supervision of Paul Wilmott. Since then he has been working as a trader in some of the major Italian banks, where he gained a deep knowledge of financial markets. He also worked on valuation and pricing of equity and interest-derivatives, with a focus on the practical use of models on the trading floor. His teaching experience includes finance training courses for university students and practitioners. He is the Head of Interest Rate Derivatives Trading and Treasury in a bank.
List of Figures xix
List of Tables xxiii
Introduction 1
0.1 What is This Book? 1
0.2 Special Features in This Book 1
0.3 Who is This Book for and What Do You Learn? 2
0.4 Structure of This Book 2
0.5 C# Source Code 3
1 Global Overview of the Book 5
1.1 Introduction and Objectives 5
1.2 Comparing C# and C++ 5
1.3 Using This Book 6
2 C# Fundamentals 9
2.1 Introduction and Objectives 9
2.2 Background to C# 9
2.3 Value Types, Reference Types and Memory Management 10
2.4 Built-in Data Types in C# 10
2.5 Character and String Types 12
2.6 Operators 13
2.7 Console Input and Output 14
2.8 User-defined Structs 15
2.9 Mini Application: Option Pricing 16
2.10 Summary and Conclusions 21
2.11 Exercises and Projects 22
3 Classes in C# 25
3.1 Introduction and Objectives 25
3.2 The Structure of a Class: Methods and Data 25
3.3 The Keyword 'this' 28
3.4 Properties 28
3.5 Class Variables and Class Methods 30
3.6 Creating and Using Objects in C# 33
3.7 Example: European Option Price and Sensitivities 33
3.7.1 Supporting Mathematical Functions 34
3.7.2 Black-Scholes Formula 35
3.7.3 C# Implementation 36
3.7.4 Examples and Applications 39
3.8 Enumeration Types 40
3.9 Extension Methods 42
3.10 An Introduction to Inheritance in C# 44
3.11 Example: Two-factor Payoff Hierarchies and Interfaces 46
3.12 Exception Handling 50
3.13 Summary and Conclusions 50
3.14 Exercises and Projects 51
4 Classes and C# Advanced Features 53
4.1 Introduction and Objectives 53
4.2 Interfaces 53
4.3 Using Interfaces: Vasicek and Cox-Ingersoll-Ross (CIR) Bond and Option Pricing 54
4.3.1 Defining Standard Interfaces 55
4.3.2 Bond Models and Stochastic Differential Equations 55
4.3.3 Option Pricing and the Visitor Pattern 58
4.4 Interfaces in .NET and Some Advanced Features 61
4.4.1 Copying Objects 62
4.4.2 Interfaces and Properties 63
4.4.3 Comparing Abstract Classes and Interfaces 64
4.4.4 Explicit Interfaces 65
4.4.5 Casting an Object to an Interface 65
4.5 Combining Interfaces, Inheritance and Composition 67
4.5.1 Design Philosophy: Modular Programming 67
4.5.2 A Model Problem and Interfacing 68
4.5.3 Implementing the Interfaces 69
4.5.4 Examples and Testing 72
4.6 Introduction to Delegates and Lambda Functions 72
4.6.1 Comparing Delegates and Interfaces 74
4.7 Lambda Functions and Anonymous Methods 76
4.8 Other Features in C# 77
4.8.1 Static Constructors 77
4.8.2 Finalisers 78
4.8.3 Casting 79
4.8.4 The var Keyword 80
4.9 Advanced .NET Delegates 80
4.9.1 Provides and Requires Interfaces: Creating Plug-in Methods with Delegates 82
4.9.2 Multicast Delegates 85
4.9.3 Generic Delegate Types 86
4.9.4 Delegates versus Interfaces, Again 87
4.10 The Standard Event Pattern in .NET and the Observer Pattern 87
4.11 Summary and Conclusions 91
4.12 Exercises and Projects 92
5 Data Structures and Collections 97
5.1 Introduction and Objectives 97
5.2 Arrays 97
5.2.1 Rectangular and Jagged Arrays 98
5.2.2 Bounds Checking 101
5.3 Dates, Times and Time Zones 101
5.3.1 Creating and Modifying Dates 101
5.3.2 Formatting and Parsing Dates 103
5.3.3 Working with Dates 104
5.4 Enumeration and Iterators 105
5.5 Object-based Collections and Standard Collection Interfaces 107
5.6 The List Class 109
5.7 The Hashtable Class 110
5.8 The Dictionary Class 111
5.9 The HashSet Classes 112
5.10 BitArray: Dynamically Sized Boolean Lists 114
5.11 Other Data Structures 114
5.11.1 Stack 114
5.11.2 Queue 115
5.11.3 Sorted Dictionaries 116
5.12 Strings and StringBuilder 117
5.12.1 Methods in string 118
5.12.2 Manipulating Strings 119
5.13 Some new Features in .NET 4.0 120
5.13.1 Optional Parameters 120
5.13.2 Named Parameters 121
5.13.3 COM Interoperability in .NET 4.0 121
5.13.4 Dynamic Binding 122
5.14 Summary and Conclusions 123
5.15 Exercises and Projects 123
6 Creating User-defined Data Structures 125
6.1 Introduction and Objectives 125
6.2 Design Rationale and General Guidelines 125
6.2.1 An Introduction to C# Generics 125
6.2.2 Generic Methods and Generic Delegates 128
6.2.3 Generic Constraints 129
6.2.4 Generics, Interfaces and Inheritance 130
6.2.5 Other Remarks 130
6.3 Arrays and Matrices 131
6.4 Vectors and Numeric Matrices 135
6.5 Higher-dimensional Structures 139
6.6 Sets 140
6.7 Associative Arrays and Matrices 142
6.7.1 Associative Arrays 142
6.7.2 Associative Matrices 144
6.8 Standardisation: Interfaces and Constraints 145
6.9 Using Associative Arrays and Matrices to Model Lookup Tables 152
6.10 Tuples 155
6.11 Summary and Conclusions 156
6.12 Exercises and Projects 156
7 An Introduction to Bonds and Bond Pricing 159
7.1 Introduction and Objectives 159
7.2 Embedded Optionality 160
7.3 The Time Value of Money: Fundamentals 160
7.3.1 A Simple Bond Class 164
7.3.2 Testing the Bond Functionality 165
7.4 Measuring Yield 166
7.5 Macauley Duration and Convexity 167
7.6 Dates and Date Schedulers for Fixed Income Applications 168
7.6.1 Accrued Interest Calculations and Day Count Conventions 169
7.6.2 C# Classes for Dates 170
7.6.3 DateSchedule Class 174
7.7 Exporting Schedulers to Excel 176
7.8 Other Examples 177
7.9 Pricing Bonds: An Extended Design 178
7.10 Summary and Conclusions 181
7.10.1 Appendix: Risks Associated with Bonds 181
7.11 Exercises and Projects 181
8 Data Management and Data Lifecycle 185
8.1 Introduction and Objectives 185
8.2 Data Lifecycle in Trading Applications 185
8.2.1 Configuration Data and Calculated Data 186
8.2.2 Which Kinds of Data Storage Devices Can We Use? 186
8.3 An Introduction to Streams and I/O 186
8.3.1 Stream Architecture 186
8.3.2 Backing Store Streams Functionality 187
8.3.3 Stream Decorators 189
8.3.4 Stream Adapters 191
8.4 File and Directory Classes 195
8.4.1 The Class Hierarchy 196
8.4.2 FileInfo and DirectoryInfo Classes 198
8.5 Serialisation Engines in .NET 199
8.5.1 DataContractSerializer 199
8.5.2 NetDataContractSerializer 201
8.5.3 Formatters 201
8.5.4 Implicit and Explicit Serialisation 203
8.6 The Binary Serialiser 203
8.7 XML Serialisation 204
8.7.1 Subclasses and Child Objects 205
8.7.2 Serialisation of Collections 206
8.7.3 The IXmlSerializable Interface 207
8.8 Data Lifetime Management in Financial and Trading Applications 209
8.9 Summary and Conclusions 213
8.10 Exercises and Projects 213
9 Binomial Method, Design Patterns and Excel Output 215
9.1 Introduction and Objectives 215
9.2 Design of Binomial Method 216
9.3 Design Patterns and Classes 217
9.3.1 Creating Input Data: Factory Method Pattern 217
9.3.2 Binomial Parameters and the Strategy Pattern 219
9.3.3 The Complete Application Object and the Mediator Pattern 228
9.3.4 Lattice Presentation in Excel 230
9.4 Early Exercise Features 232
9.5 Computing Hedge Sensitivities 233
9.6 Multi-dimensional Binomial Method 233
9.7 Improving Performance Using Pad¿e Rational Approximants 236
9.8 Summary and Conclusions 238
9.9 Projects and Exercises 238
10 Advanced Lattices and Finite Difference Methods 241
10.1 Introduction and Objectives 241
10.2 Trinomial Model of the Asset Price and Its C# Implementation 241
10.3 Stability and Convergence of the Trinomial Method 246
10.4 The Black-Scholes Partial Differential Equation and Explicit Schemes 246
10.5 Implementing Explicit Schemes in C# 247
10.5.1 Using the Explicit Finite Difference Method 251
10.6 Stability of the Explicit Finite Difference Scheme 252
10.7 An Introduction to the Alternating Direction Explicit Method (ADE) 255
10.7.1 ADE in a Nutshell: The One-factor Diffusion Equation 255
10.7.2 ADE for Equity Pricing Problems 256
10.8 Implementing ADE for the Black-Scholes PDE 258
10.9 Testing the ADE Method 262
10.10 Advantages of the ADE Method 263
10.11 Summary and Conclusions 263
10.12 Appendix: ADE Numerical Experiments 263
10.13 Exercises and Projects 268
11 Interoperability: Namespaces, Assemblies and C++/CLI 271
11.1 Introduction and Objectives 271
11.2 Namespaces 271
11.2.1 Applications of Namespaces 272
11.3 An Introduction to Assemblies 273
11.3.1 Assembly Types 274
11.3.2 Specifying Assembly Attributes in [...] 275
11.3.3 The Relationship between Namespaces and Assemblies 276
11.4 Reflection and Metadata 276
11.4.1 Other Classes in the Reflection Namespace 281
11.4.2 Dynamic Method Invocation 283
11.4.3 Dynamic Object Creation 283
11.4.4 Dynamic Assembly Loading 284
11.4.5 Attributes and Reflection 284
11.4.6 Custom Attributes 286
11.5 C# and Native C++ Interoperability: How is That Possible? 289
11.5.1 Using Native...
| Erscheinungsjahr: | 2013 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Inhalt: | 830 S. |
| ISBN-13: | 9780470030080 |
| ISBN-10: | 0470030089 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Duffy, Daniel J
Germani, Andrea |
| Hersteller: |
Wiley
John Wiley & Sons |
| Verantwortliche Person für die EU: | Wiley-VCH GmbH, Boschstr. 12, D-69469 Weinheim, product-safety@wiley.com |
| Maße: | 251 x 172 x 58 mm |
| Von/Mit: | Daniel J Duffy (u. a.) |
| Erscheinungsdatum: | 04.03.2013 |
| Gewicht: | 1,581 kg |
DANIEL J. DUFFY has been working with numerical methods in finance, industry and engineering since 1979. He has written four books on financial models and numerical methods and C++ for computational finance and he has also developed a number of new schemes for this field. He is the founder of Datasim Education and has a PhD in Numerical Analysis from Trinity College, Dublin.
ANDREA GERMANI was born in Lodi, Italy in 1975, where he currently lives. After graduating from Bocconi University in Milano, he obtained the Certificate in Quantitative Finance in London under the supervision of Paul Wilmott. Since then he has been working as a trader in some of the major Italian banks, where he gained a deep knowledge of financial markets. He also worked on valuation and pricing of equity and interest-derivatives, with a focus on the practical use of models on the trading floor. His teaching experience includes finance training courses for university students and practitioners. He is the Head of Interest Rate Derivatives Trading and Treasury in a bank.
List of Figures xix
List of Tables xxiii
Introduction 1
0.1 What is This Book? 1
0.2 Special Features in This Book 1
0.3 Who is This Book for and What Do You Learn? 2
0.4 Structure of This Book 2
0.5 C# Source Code 3
1 Global Overview of the Book 5
1.1 Introduction and Objectives 5
1.2 Comparing C# and C++ 5
1.3 Using This Book 6
2 C# Fundamentals 9
2.1 Introduction and Objectives 9
2.2 Background to C# 9
2.3 Value Types, Reference Types and Memory Management 10
2.4 Built-in Data Types in C# 10
2.5 Character and String Types 12
2.6 Operators 13
2.7 Console Input and Output 14
2.8 User-defined Structs 15
2.9 Mini Application: Option Pricing 16
2.10 Summary and Conclusions 21
2.11 Exercises and Projects 22
3 Classes in C# 25
3.1 Introduction and Objectives 25
3.2 The Structure of a Class: Methods and Data 25
3.3 The Keyword 'this' 28
3.4 Properties 28
3.5 Class Variables and Class Methods 30
3.6 Creating and Using Objects in C# 33
3.7 Example: European Option Price and Sensitivities 33
3.7.1 Supporting Mathematical Functions 34
3.7.2 Black-Scholes Formula 35
3.7.3 C# Implementation 36
3.7.4 Examples and Applications 39
3.8 Enumeration Types 40
3.9 Extension Methods 42
3.10 An Introduction to Inheritance in C# 44
3.11 Example: Two-factor Payoff Hierarchies and Interfaces 46
3.12 Exception Handling 50
3.13 Summary and Conclusions 50
3.14 Exercises and Projects 51
4 Classes and C# Advanced Features 53
4.1 Introduction and Objectives 53
4.2 Interfaces 53
4.3 Using Interfaces: Vasicek and Cox-Ingersoll-Ross (CIR) Bond and Option Pricing 54
4.3.1 Defining Standard Interfaces 55
4.3.2 Bond Models and Stochastic Differential Equations 55
4.3.3 Option Pricing and the Visitor Pattern 58
4.4 Interfaces in .NET and Some Advanced Features 61
4.4.1 Copying Objects 62
4.4.2 Interfaces and Properties 63
4.4.3 Comparing Abstract Classes and Interfaces 64
4.4.4 Explicit Interfaces 65
4.4.5 Casting an Object to an Interface 65
4.5 Combining Interfaces, Inheritance and Composition 67
4.5.1 Design Philosophy: Modular Programming 67
4.5.2 A Model Problem and Interfacing 68
4.5.3 Implementing the Interfaces 69
4.5.4 Examples and Testing 72
4.6 Introduction to Delegates and Lambda Functions 72
4.6.1 Comparing Delegates and Interfaces 74
4.7 Lambda Functions and Anonymous Methods 76
4.8 Other Features in C# 77
4.8.1 Static Constructors 77
4.8.2 Finalisers 78
4.8.3 Casting 79
4.8.4 The var Keyword 80
4.9 Advanced .NET Delegates 80
4.9.1 Provides and Requires Interfaces: Creating Plug-in Methods with Delegates 82
4.9.2 Multicast Delegates 85
4.9.3 Generic Delegate Types 86
4.9.4 Delegates versus Interfaces, Again 87
4.10 The Standard Event Pattern in .NET and the Observer Pattern 87
4.11 Summary and Conclusions 91
4.12 Exercises and Projects 92
5 Data Structures and Collections 97
5.1 Introduction and Objectives 97
5.2 Arrays 97
5.2.1 Rectangular and Jagged Arrays 98
5.2.2 Bounds Checking 101
5.3 Dates, Times and Time Zones 101
5.3.1 Creating and Modifying Dates 101
5.3.2 Formatting and Parsing Dates 103
5.3.3 Working with Dates 104
5.4 Enumeration and Iterators 105
5.5 Object-based Collections and Standard Collection Interfaces 107
5.6 The List Class 109
5.7 The Hashtable Class 110
5.8 The Dictionary Class 111
5.9 The HashSet Classes 112
5.10 BitArray: Dynamically Sized Boolean Lists 114
5.11 Other Data Structures 114
5.11.1 Stack 114
5.11.2 Queue 115
5.11.3 Sorted Dictionaries 116
5.12 Strings and StringBuilder 117
5.12.1 Methods in string 118
5.12.2 Manipulating Strings 119
5.13 Some new Features in .NET 4.0 120
5.13.1 Optional Parameters 120
5.13.2 Named Parameters 121
5.13.3 COM Interoperability in .NET 4.0 121
5.13.4 Dynamic Binding 122
5.14 Summary and Conclusions 123
5.15 Exercises and Projects 123
6 Creating User-defined Data Structures 125
6.1 Introduction and Objectives 125
6.2 Design Rationale and General Guidelines 125
6.2.1 An Introduction to C# Generics 125
6.2.2 Generic Methods and Generic Delegates 128
6.2.3 Generic Constraints 129
6.2.4 Generics, Interfaces and Inheritance 130
6.2.5 Other Remarks 130
6.3 Arrays and Matrices 131
6.4 Vectors and Numeric Matrices 135
6.5 Higher-dimensional Structures 139
6.6 Sets 140
6.7 Associative Arrays and Matrices 142
6.7.1 Associative Arrays 142
6.7.2 Associative Matrices 144
6.8 Standardisation: Interfaces and Constraints 145
6.9 Using Associative Arrays and Matrices to Model Lookup Tables 152
6.10 Tuples 155
6.11 Summary and Conclusions 156
6.12 Exercises and Projects 156
7 An Introduction to Bonds and Bond Pricing 159
7.1 Introduction and Objectives 159
7.2 Embedded Optionality 160
7.3 The Time Value of Money: Fundamentals 160
7.3.1 A Simple Bond Class 164
7.3.2 Testing the Bond Functionality 165
7.4 Measuring Yield 166
7.5 Macauley Duration and Convexity 167
7.6 Dates and Date Schedulers for Fixed Income Applications 168
7.6.1 Accrued Interest Calculations and Day Count Conventions 169
7.6.2 C# Classes for Dates 170
7.6.3 DateSchedule Class 174
7.7 Exporting Schedulers to Excel 176
7.8 Other Examples 177
7.9 Pricing Bonds: An Extended Design 178
7.10 Summary and Conclusions 181
7.10.1 Appendix: Risks Associated with Bonds 181
7.11 Exercises and Projects 181
8 Data Management and Data Lifecycle 185
8.1 Introduction and Objectives 185
8.2 Data Lifecycle in Trading Applications 185
8.2.1 Configuration Data and Calculated Data 186
8.2.2 Which Kinds of Data Storage Devices Can We Use? 186
8.3 An Introduction to Streams and I/O 186
8.3.1 Stream Architecture 186
8.3.2 Backing Store Streams Functionality 187
8.3.3 Stream Decorators 189
8.3.4 Stream Adapters 191
8.4 File and Directory Classes 195
8.4.1 The Class Hierarchy 196
8.4.2 FileInfo and DirectoryInfo Classes 198
8.5 Serialisation Engines in .NET 199
8.5.1 DataContractSerializer 199
8.5.2 NetDataContractSerializer 201
8.5.3 Formatters 201
8.5.4 Implicit and Explicit Serialisation 203
8.6 The Binary Serialiser 203
8.7 XML Serialisation 204
8.7.1 Subclasses and Child Objects 205
8.7.2 Serialisation of Collections 206
8.7.3 The IXmlSerializable Interface 207
8.8 Data Lifetime Management in Financial and Trading Applications 209
8.9 Summary and Conclusions 213
8.10 Exercises and Projects 213
9 Binomial Method, Design Patterns and Excel Output 215
9.1 Introduction and Objectives 215
9.2 Design of Binomial Method 216
9.3 Design Patterns and Classes 217
9.3.1 Creating Input Data: Factory Method Pattern 217
9.3.2 Binomial Parameters and the Strategy Pattern 219
9.3.3 The Complete Application Object and the Mediator Pattern 228
9.3.4 Lattice Presentation in Excel 230
9.4 Early Exercise Features 232
9.5 Computing Hedge Sensitivities 233
9.6 Multi-dimensional Binomial Method 233
9.7 Improving Performance Using Pad¿e Rational Approximants 236
9.8 Summary and Conclusions 238
9.9 Projects and Exercises 238
10 Advanced Lattices and Finite Difference Methods 241
10.1 Introduction and Objectives 241
10.2 Trinomial Model of the Asset Price and Its C# Implementation 241
10.3 Stability and Convergence of the Trinomial Method 246
10.4 The Black-Scholes Partial Differential Equation and Explicit Schemes 246
10.5 Implementing Explicit Schemes in C# 247
10.5.1 Using the Explicit Finite Difference Method 251
10.6 Stability of the Explicit Finite Difference Scheme 252
10.7 An Introduction to the Alternating Direction Explicit Method (ADE) 255
10.7.1 ADE in a Nutshell: The One-factor Diffusion Equation 255
10.7.2 ADE for Equity Pricing Problems 256
10.8 Implementing ADE for the Black-Scholes PDE 258
10.9 Testing the ADE Method 262
10.10 Advantages of the ADE Method 263
10.11 Summary and Conclusions 263
10.12 Appendix: ADE Numerical Experiments 263
10.13 Exercises and Projects 268
11 Interoperability: Namespaces, Assemblies and C++/CLI 271
11.1 Introduction and Objectives 271
11.2 Namespaces 271
11.2.1 Applications of Namespaces 272
11.3 An Introduction to Assemblies 273
11.3.1 Assembly Types 274
11.3.2 Specifying Assembly Attributes in [...] 275
11.3.3 The Relationship between Namespaces and Assemblies 276
11.4 Reflection and Metadata 276
11.4.1 Other Classes in the Reflection Namespace 281
11.4.2 Dynamic Method Invocation 283
11.4.3 Dynamic Object Creation 283
11.4.4 Dynamic Assembly Loading 284
11.4.5 Attributes and Reflection 284
11.4.6 Custom Attributes 286
11.5 C# and Native C++ Interoperability: How is That Possible? 289
11.5.1 Using Native...
| Erscheinungsjahr: | 2013 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Inhalt: | 830 S. |
| ISBN-13: | 9780470030080 |
| ISBN-10: | 0470030089 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Duffy, Daniel J
Germani, Andrea |
| Hersteller: |
Wiley
John Wiley & Sons |
| Verantwortliche Person für die EU: | Wiley-VCH GmbH, Boschstr. 12, D-69469 Weinheim, product-safety@wiley.com |
| Maße: | 251 x 172 x 58 mm |
| Von/Mit: | Daniel J Duffy (u. a.) |
| Erscheinungsdatum: | 04.03.2013 |
| Gewicht: | 1,581 kg |
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