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Exactly,Implement is important skill among Quants,with out that, a delicate theory can't make any pennies.

I think Math is a better choice, As I know, Most of top quants have Physics or Math degree, and for Quants,Finane is an concept, the core is math,Quants implement the financial concepts by programming which base on math and algorithms.

/********************************************************************************** Black Derman Toy. Binomial Lattice. Risk neutral probabilities are taken to be 0.5. Fitted to Yield-Curve data only. (contstant volatility.)...

Sorry，I can't access the wed "http://www.datasimfinancial.com/forum/viewtopic.php?t=271" where would be the upgrade codes locate because of "Warning: mysql_connect()".

Ho...Ho, I think it'me, I'm graduate from applied statistics research center with MSc and got bachlor degree of Optics information,and now I'm working for a venture capital as a analyst and assistant accountant, further more, i write program to calculate different financial rations with c++ and...

And,GSL:http://sourceforge.net/projects/mygsl/files/, a nice scientific computation library, easy to use, a nice partner for GCC.

First of all, make sure TDM-GCC installed correctly,open command line window type in "gcc -v" and return, there a lot of information show in the window, and the end line of those information,you will find the vesion of the gcc,it's should be 4.6.1, that means it's installed correctly. you can...

try this:http://tdm-gcc.tdragon.net/ TDM-GCC one key install for windows; commands line compile is a good choice, but make your own eamcs IDE is a funny work for time consuming.

Thanks a lot, I'll test the codes as soon as possible.

I prefer the third one，because i test some codes which show in those three books with visual C++ 2010 express, and the codes show in the third book compiled successfully only with a few modification.