Part I C++ Essential Skills.

1 Introduction to C++ and Quantitative Finance.

2 The Mechanics of C++: from Source Code to a Running Program.

3 C++ Fundamentals and My First Option Class.

4 Creating Robust Classes.

5 Operator Overloading in C++.

6 Memory Management in C++.

7 Functions, Namespaces and Introduction to Inheritance.

8 Advanced Inheritance and Payoff Class Hierarchies.

9 Run-Time Behaviour in C++.

10 An Introduction to C++ Templates.

Part II Data Structures, Templates and Patterns.

11 Introduction to Generic Data Structures and Standard Template Library (STL).

12 Creating Simpler Interfaces to STL for QF Applications.

13 Data Structures for Financial Engineering Applications. 

14 An Introduction to Design Patterns.

Part III QF Applications.

15 Programming the Binomial Method in C++.

16 Implementing One-Factor Black Scholes in C++.

17 Two-Factor Option Pricing: Basket and Other multi-Asset Options.

18 Useful C++ Classes for Numerical Analysis Applications in Finance.

19 Other Numerical Methods in Quantitative Finance.

20 The Monte Carlo Method Theory and  C++ Frameworks.

21 Skills Development: from White Belt to Black Belt.

Part IV Background Information.

22 Basic C Survival Guide.

23 Advanced C Syntax.

24 Datasim Visualisation Package in Excel: Drivers and Mechanisms.

25 Motivating COM and Emulation in C++.

26 COM Fundamentals.

References.

Index.