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.

Daniel Duffy

C++ author, trainer
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.


  • PDE2020.docx
    18.9 KB · Views: 59
  • Preface2.docx
    22.4 KB · Views: 23
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.