Egor Kraev's Homepage
 
Financial Instrument Pricing Using C++

by Daniel J. Duffy

Book Home
Code
Excel Driver
VC++ 2003
Typos
FAQ
  This is the unofficial website of this book, maintained by Dr. Egor Kraev with the blessing of Dr. Daniel Duffy. The purpose of the site is to compile in one place all issues, comments, and corrections for this book. Please email egor@egor.ch if I've missed any web sources containing substantive discussions of the book; if there was code in the book that did not work as it should, and is not yet mentioned here, please tell me (especially if you managed to fix it).

The authoritative source on anything connected with the book remains the C++ in Financial Engineering forum on Dr. Duffy's website.

This website consists of the following sections:

Missing code downloads and bugs : Major updates 20.9.2005

Getting the Excel Driver to Work: Now includes a complete VC++.NET demo project for use with Office XP/2003

Getting the code to work with compilers other than VC6.0 involves minor modifications to SimplePropertySet.cpp, FunctionSet.*pp, and possibly others.

Typos in the First Edition have mostly been corrected in the edition of Spring 2005, except Equation 11.26

Frequently Asked Questions discusses all other issues

All information on this site, unless otherwise credited, is coming from online comments by Dr. Duffy alias cuchulainn.

This site has been tested on Firefox 1.0 and Internet Explorer 6.0 on Windows XP. If your browser does not render it nicely, please drop me a line.