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Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition), updated to C++17 and adapted to my own coding style.

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Joshi_Cpp

Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition). Material is updated to the C++17 standard, wherever possible, and adapted to my own coding style.

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Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition), updated to C++17 and adapted to my own coding style.

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