Daniel Duffy's Book "Financial Instrument Pricing Using C++"

fiveone · November 16th, 2003, 7:41 am

Hi.The Course "Advanced C++ for Financial Instrument Pricing" is based on this book due September 2003.But I can't find it anywhere. Is it avalaible yet ? Do you have an opnion of the contents ?Thanks.

DominicConnor · November 17th, 2003, 8:33 am

I've found it on the Wiley WebsiteSounds like it could be a good book. The only trepidation I have is that it is called "advanced....."Alas, this is often publisher speak for "not for dummies".That being said, I haven't seen a good book that does what this claims to do. If Duffy has done a good job then he will sell loads and richly deserve the reward.Such is the lack, that I'm seriously looking at gluing together various lecture notes, posts to Wilmott, and stuff what I know to form one.

Cuchulainn · November 14th, 2004, 2:11 pm

> Sounds like it could be a good book. The only trepidation I have is that it is called "advanced....."> Alas, this is often publisher speak for "not for dummies".Indeed, there is a need for a more basic book on C++. At the time (2002-2003) when I embarked on the project I assumed that everybody in this area knew everything about C++. Of course, it takes some timesafter coming through the doors of academia before one becomes a good software designer (if at all, as Dominic knows)