The book by Mark S. Joshi, who is the one of the real world practicioners (as far as I remember he works for RBS) , tries to teach you how to code clearly and efficiently. I think that you should be thinking of reading this book after you learn basics from the Daniel Duffy's book.
czwartek, 3 stycznia 2008
Mark S. Joshi - C++ Design Patterns and Derivatives Pricing
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