Financial Instrument Pricing Using C++

[Lycurgus]

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]

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.

 

[Lycurgus]

Many thanks: then I am going to buy and study it soon.

 

[Daniel Duffy]

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.

 

[Lycurgus]

Sure, I will.

 

[Lycurgus]

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.

 

[Daniel Duffy]

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.

Sure
dduffy@datasim.nl