Introduction to C++ for financial engineers by Daniel J. Duffy (2006) is meant to be a starter course in C++ code writing for those in quantitative financial, i.e. according to the author; it is not the case. I am truly disappointed with it, and have decided to drop the book after the 3rd chapter.
Lack of detailed guidance
A number of code excerpts were presented without the mention of additionally needed libraries; e.g. the Black Scholes example lacked the Cumulative Distribution Function, which I ended up getting from Espen Haug. This would not have been possible if I was a complete newbie to C++.
Lack of original content
I found nothing interesting, new off the book.
A free alternative
Bernt Arne Odegaard has made available a booklet Recipes, off the collection C++ in Finance. It is pretty easy to understand, free, and has got interesting content.
Lack of detailed guidance
A number of code excerpts were presented without the mention of additionally needed libraries; e.g. the Black Scholes example lacked the Cumulative Distribution Function, which I ended up getting from Espen Haug. This would not have been possible if I was a complete newbie to C++.
Lack of original content
I found nothing interesting, new off the book.
A free alternative
Bernt Arne Odegaard has made available a booklet Recipes, off the collection C++ in Finance. It is pretty easy to understand, free, and has got interesting content.
2 Reflections:
Have you considered the boost library in combination with std::map for ordering observations? (that's what I do anyway).
I will now!
thanks Craig.
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