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Is Robert Brooks' "Building Financial Derivatives Applications with C++" appropriate as a means to learn C++ (assuming no previous C++ work)?A review on amazon suggests that it would. Anybody disagree?

Save your money, get something else instead.....If you are trying to learn C++, get Deitel and Deitel, "How to Program in C++." They also have books on other topics also, such as Visual C++, Visual Basic, and VIsual .NET.The book uses Borland builder C++ to develop the application GUI. The book mixes C++ code along with Borland Builder code and eveything becomes a big mess. I purchased the book when it first came out, and I still don't understand a single code from that book.

IMHO Brook's book is accessible for the c++ users, and the bcb is friendly to implement pricing derivatives model Brook use oop hiding the implementation of secant method, that's really smart...since you can change the method inside the model and do not need to change the interface...the only problem is that this book offer few examples and there is no CD for readers...

Based on my experience:The worst way to learn C++ is to use one of these books... e.g. "C++ books for engineering" or "C++ for finance"... I consider these somewhat advanced because they are designed to be used by people who want to apply C++.... not learn it from scratch... I know they say that no previous knowledge of C++ is assumed blah blah blah... but that's rubbish... if you want to be a good programer you have to learn and understand the concept of the language first: how to program and solve problems..... to do this you need two things:1. A good C++ text which talks through the features of C++, using simple examples. Books designed for a specific application like engineering/finance do not qualify. 2. Practice. Syntax is easy. Understanding the power and realising when you can exploit it is the hard part. No book can cover this because it comes from own experience. Once you've done this pick up any applied C++ book. You will see it is not rocket science. Regards,Sam

IMHO the rocket science is the aggregation of many genius thoughts, it's also helpful for mereading the books written by the professionals... even the code examples are not ready-to-use for my current job..if c++ or other programming is necessary for the research or job...it's essential for anyone to own a book written by B. Stroustrup or "The C++ Premier"...taking some course of programming is also helpful for beginners...btw, i am aslo expected the book written by MJ...i am wondering how other professionals apply the technology of "design pattern" into the filed of derivatives pricing...

my book is aimed at someone who already knows the basics i.e. what a class is, how to write a program,

If you want to learn C++ as applied to derivative models (interest rate, equity, and how to write robust classes), see Justin London's book Modeling Derivatives in C++, it is the most comprehensive and in detailed book written that has been written in the field. The reader learns not only the intricate details how all the models work and are derived, but gives gives the code for an entire quant pricing engine.

QuoteOriginally posted by: quantguy1If you want to learn C++ as applied to derivative models (interest rate, equity, and how to write robust classes), see Justin London's book Modeling Derivatives in C++, it is the most comprehensive and in detailed book written that has been written in the field. The reader learns not only the intricate details how all the models work and are derived, but gives gives the code for an entire quant pricing engine.It looks like a good one but it will not be published until August.