7 of 8 people found the following review helpful
Good, all the code works.,
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This review is from: C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) (Hardcover)
Unlike many textbooks, all the code in Joshi's book works and compiles. However, do save yourself time and get the latest version of the code from his website, forget the bundled CD.
Joshi not only explains quickly how to implement the basic pricing techniques (trees, monte carlo), but also offers some good guidance on modern OO C++ techniques (patterns) along the way.
My only criticism is that the book is too short. I would have gladly read another 50% on top.