Financial Instrument pricing using C++ - problems?

[JLMARTIN]

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?

 

[Daniel Duffy]

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?

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

 

[Andrew M]

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.

 

[JLMARTIN]

Thanks for the info Daniel Duffy!! sounds very well! I think I'll wait for the new version

In the mean time I'll have a look on London's and Joshi's books

Thanks for you comments!

 

[Ilya W]

Daniel, I'm waiting for your another book - C# for Financial Markets
When do you think it become available to purchase?

 

[Andrew M]

Thanks for the info Daniel Duffy!! sounds very well! I think I'll wait for the new version

In the mean time I'll have a look on London's and Joshi's books

Thanks for you comments!

The comments on the wilmot forum suggest it is best to avoid London's book

 

[Daniel Duffy]

Daniel, I'm waiting for your another book - C# for Financial Markets
When do you think it become available to purchase?

Hi Ilya,
We are in a *very* advanced stage. So, it's a matter of a few months now

Thanks for your patience.

 

[Daniel Duffy]

The comments on the wilmot forum suggest it is best to avoid London's book

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

 

[Ilya W]

Hi Ilya,
We are in a *very* advanced stage. So, it's a matter of a few months now

Thanks, looking forward for this

 

[JLMARTIN]

The comments on the wilmot forum suggest it is best to avoid London's book

wow! Thank you for your comment! saying "avoid" is the least thing this forum suggests

Definitively, Daniel and Mark's books seem to be the only (and best) choice

 

[Andrew M]

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

Very diplomatic :D

 

[JLMARTIN]

I just saw that Amazon.co.uk offers it by august 2012

http://www.amazon.co.uk/Financial-Instrument-Pricing-Finance-Series/dp/0470971193/

Already pre-ordered!