This 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

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) PDF

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