A few years back, I undertook a significant study of mathematical finance. I chiefly followed M. Joshi’s Concepts and Practice of Mathematical Finance and More Mathematical Finance.
Since the companion practical textbook, C++ Design Patterns and Derivatives Pricing,
was based on outdated, pre-C++11 paradigms, and the author has sadly passed away, I decided to rewrite the latter in modern C++.
The goal was to keep the original spirit while adding advanced functionality.
I hope that other people studying from the same sources find the project useful, and I have thus, in a small way, helped keep the book relevant.
