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Booksee.org
C++ Design Patterns and Derivatives PricingM. S. JoshiThis 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 Ссылка удалена правообладателем ---- The book removed at the request of the copyright holder.
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