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Studying C++ for quant finance.


Hi ,

I have working knowledge for C++ with good experience with java and perl . I am contemplating buying a book that will help me to learn the applications of c++ in quant finance and give a sound footing in the same. I have researched on this and have come up with 3 books

1. Modeling Derivatives in C++(by Justin London)
2. Financial Instrument Pricing in C++ ( by Daniel Duffy)
3. C++ Design Patterns and Derivative Pricing (by Mark Joshi)

Looking at their brief contents, I am leaning to the second one (though it is bit expensive) , but I would like to hear what others think as well , So please comment :)

I prefer the third one,because i test some codes which show in those three books with visual C++ 2010 express, and the codes show in the third book compiled successfully only with a few modification.