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Financial Instrument pricing using C++ - problems?

JLMARTIN

JLMARTIN

C++ Certificate with Distinction
Joined
8/11/11
Messages
124
Points
278
Hi all,

I'm thinking of buying this Daniel Duffy 's book. According to the table of contents it seems it's a very useful book.

However, I read on Amazon that the code has problems and also it seems that it's not working properly with actual versions of Visual Studio.

Also I wonder if with Egor Kraev's website all this problems are solved.

Any thoughts? any alternative to this book?

Thanks ans regards

btw, is this book the natural step of Introduction to C++ for Financial Engineers?
 
JLMARTIN said:
Hi all,

I'm thinking of buying this Daniel Duffy 's book. According to the table of contents it seems it's a very useful book.

However, I read on Amazon that the code has problems and also it seems that it's not working properly with actual versions of Visual Studio.

Also I wonder if with Egor Kraev's website all this problems are solved.

Any thoughts? any alternative to this book?

Thanks ans regards

btw, is this book the natural step of Introduction to C++ for Financial Engineers?
Click to expand...

I would wait until the 2nd edition comes out(later this year), it will be VS2010/2011 and C++ 11 compatible.

But the structure of the new book will be kind of similar. All the numerics are the same. And I have lots of design patterns + code.

So, all the code in 1st edition is now seamlessly done in Boost.
It is the follow-up to the Introduction book.

Other C++ authors are Joshi, London, and that's about the long and the short of it. It is a lonely place. :D

http://www.datasimfinancial.com/forum/viewforum.php?f=11&sid=1236ae0faa69be06e57491a071291005
 
2nd edition sounds interesting Daniel Duffy. C+11 and boost :)

JLMARTIN I have the 1st edition, and it is a good read. I prefer not to copy code verbatim, so I have not encountered any problems so far (though I use gcc not VS2010). Though I haven't read the whole book by a long shot.

I also have Mark Joshi's book and that too is quite a nice read.
 
Daniel, I'm waiting for your another book - C# for Financial Markets
When do you think it become available to purchase?
 
Ilya Weinstein said:
Daniel, I'm waiting for your another book - C# for Financial Markets
When do you think it become available to purchase?
Click to expand...
Hi Ilya,
We are in a *very* advanced stage. So, it's a matter of a few months now:)

Thanks for your patience.
 
Andrew M said:
The comments on the wilmot forum suggest it is best to avoid London's book
Click to expand...

Actually, the book contains a lot of formulae etc. based on other sources.
But the code is unfortunately another story, as reported on Wilmott.
 
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