说明：  This book is aimed at a reader who has studied an introductory book on mathemat- ical fi nance and an introductory book on C++ but does not know how to put the two together. My objective is to teach the reader not just how to implement models in C++ but more importantly how to think in an object-oriented way. There are already many books on object-oriented programming however, the examples tend not to feel real to the fi nancial mathematician so in this book we work exclusively with examples from derivatives pricing.
(This book is aimed at a reader who has studied an introductory book on mathemat- ical fi nance and an introductory book on C++ but does not know how to put the two together. My objective is to teach the reader not just how to implement models in C++ but more importantly how to think in an object-oriented way. There are already many books on object-oriented programming however, the examples tend not to feel real to the fi nancial mathematician so in this book we work exclusively with examples from derivatives pricing. )