# Refer some most recent books of derivatives pricing by C++

Could you refer some most recent books of derivatives pricing by C++ including Tree method, Finite difference method, Monte Carlo etc.

Once I read a series of Daniel Duffy's books, but most of his books were written more than 15 years. Many syntax are not used in modern C++ code.

• Is the library QuantLib frequently used by quants in the current investment banks? I desired to find the real(closed to) codes written by traders or quants in the current investment banks. – A.Oreo Nov 3 '17 at 12:55