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About C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
This book introduces several design patterns using finance as an example. The book is pretty thin for a $50 book, and can be read in under a week easily. I would recommend this book to MS/PHD students who want to become quants, but did not read the GoF book yet. Overall, the book is not too bad, if you are willing to spend $50 on it(library?). The author delivers books like hot buns, which does not look good to me. Quality beats Quantity. Pros: + the code is clean and easy to read + covers Monte Carlo and Trees, also Excel briefly + the explanations are clear + the material progresses from easy to hard nicely Cons: - high price - source code is not readily available, you would have to download it from different sources, and it will differ from the book, no makefiles - no big projects for the reader - PDE & interest rate models are not covered at all - no discussion of greeks for some reason - some important patterns are not covered - no errata
Detailed Information
| Author: | M. S. Joshi |
|---|---|
| Publication Year: | 2008 |
| ISBN: | 9780521721622 |
| Pages: | 310 |
| Language: | English |
| File Size: | 0.918 |
| Format: | |
| Price: | FREE |
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