Thisisperhapsoneofthebestbookswritteninthefieldofquantitativefinance,especiallyforimplementingmodelsespeciallyusingC++.ItisequivalenttoNumericalRecipesinCbutforderivativemodels.ItisoneofthemostcomprehensiveanddetailsbooksI'veseenatroughly900pages.Itshowsnotonlythemathematic