• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Can you help me with my codes? I am having an error LNK2005. I am computing the option price for put and call using BS

Daniel Duffy

C++ author, trainer
Thanks. What book do you suggest to buy for modeling derivatives with C++?
You're welcome.
Unfortunately, that's not the way it works. It's like learning a black belt technique without ever having been on the judo mat (or just watching judo on u tube) and don''t know what a break fall is.

I advise studying books by Bruce Eckel.

Or better still, take the QN C++ course.

C++ Programming for Financial Engineering

Why do you want to do it in C++? Why not Python? C++ is not easy if you are not able to devote as lot of time to it.
Last edited:

Daniel Duffy

C++ author, trainer
Ok, I may register for the Financial Engineering course.
IMO this would be an extremely worthwhile investment. After 16 week you will be reaching brown belt level. Helpful TAs as well!

edit: I am glad that you did not get angry with my comments ; they were meant to be helpful :)
Last edited: