C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
'This is a short book, but an elegant one. It would serve as an excellent course text for a course on the practical aspects of mathematical finance.'  International Statistical Institute'This book is thought-provoking and rewarding. Even for the less experienced programmer, the presentation is readily accessible, and the coded examples can be directly used to solve real-life problems.' Journal of the American Statistics Association'This book, although it is quite short, does cover a significant amount of material and does deal with some fairly advanced topics that are important to practitioners. The real strength of the book is its clarity and conciseness.' SIAM Review