disappointing, but woth a third edition

I am disappointed by this book. There are some mistakes (especially in function declaration) which i can easily forgive but also some flaws that cannot be so easily ignored. Here are some of them:
- In the garch implementation a critic function (the one that computes the weight) is delcared but never defined. The whole code is useless.
- In the Monte-Carlo chapter, some files are included but it is not clear whether they come from QuantLib or God knows where. Some variables look to depend on it. It is consequently not easy to understand what JL is doing.

The positioning of the book is therefore ill-fated:

If one is already used to QuantLib there is no much need for this book, if you are not used to it, you cannot really use the book.

Nevertheless, the book might have been great, it is stimulating, it really gives lead to develop methodically robust solutions. It such a shame that the code is not complete.

Other Reviews

• Be wary of typos in the book
• Great book, but not for the inexperienced programmer...
• egregious c++ code
• how not to do it
• disappointing, but woth a third edition