CI am a big fan of Head First books. My first love amongst the series was "Design Patterns". Most of the design pattern books that I have come across outside Head First typically were not that reader friendly. Books with tons and tons of UML diagrams , abstruse use cases etc. Hence I have never ventured out of Head First series. However recently I had a chance to go over " C++ Design Patterns and Derivatives Pricing"by Mark Joshi.

It is remarkably well written book, easy to understand amongst the wide variety of design books floating around. Joshi takes one example ,i.e option pricing and builds up from chapter 1 till the end. By means of constantly referring to ONE EXAMPLE through out, the book does its job.

A great book , one of the primary reasons is its usage of ONE EXAMPLE book. I guess sometimes all it takes to understand is one example !