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Financial Instrument Pricing Using C++

Good afternoon to everybody.

I would have a question concerning Duffy's book "Financial Instrument Pricing Using C++" (2nd edition). After completing the course C++ Programming for Financial Engineering”, in which I am currently enrolled, will my knowledge and expertise be sufficient to undertake the self-study of this book? I am asking more specifically about the C++ language, not about the mathematical part (which won't be a problem since I am a mathematician working on PDEs..).

Many thanks.
The Quantnet C++ course is good preparation indeed. You won't have too many problems.
Good luck!

BTW you might like to know that my new PDE book will be published in a few months.


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Many thanks: then I am going to buy and study it soon.
You are welcome. These 2 books together discuss it all PDE and FDM.
BTW for 2018 C++ book, email me for source code when purchased.
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Hi Daniel,
I finally bought your book. How do I get the source code? Should I write you at the email address which is in the front cover?
Many thanks.