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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.
 

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.
 

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  • PDE2020.docx
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  • Preface2.docx
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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.
 
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