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Free ebooks
 Free programing ebooks C/C++ introduction to c++ for financial engineers an object-oriented approach
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 1 Introduction to C++ and Quantitative Finance - In this chapter we give an overview of the C++ programming language, its relationship with Quantitative Finance (QF) and why C++ is suitable for complex applications in this domain.2 The Mechanics of C++: from Source Code to a Running Program - In this chapter we introduce the C++ language by defining just enough syntax to allow us to create and run simple programs. 3 C++ Fundamentals and My First Option Class - In this chapter we design and implement our first real working C++ code. Our goal is to model a European option by a C++ class. 4 Creating Robust Classes - In chapter three we coded a simple class in C++ using the syntax that we had introduced in that chapter. 5 Operator Overloading in C++ - In this chapter we introduce a useful mechanism called operator overloading. 6 Memory Management in C++ - In this chapter we introduce the important and thorny issue of memory management in C++. 7 Functions, Namespaces and Introduction to Inheritance - We introduce three newC++concepts in this chapter. 8 Advanced Inheritance and Payoff Class Hierarchies - In this chapter we introduce some advanced features of the inheritance mechanism in C++. 9 Run-Time Behaviour in C++ - In this chapter we introduce C++ functionality that allows us to query objects at run-time. 10 An Introduction to C++ Templates - C++ was the first mainstream object-oriented language to support the generic programming paradigm. 11 Introduction to Generic Data Structures and Standard Template Library (STL) - In this chapter we give an overview of the Standard Template Library (STL). 12 Creating Simpler Interfaces to STL for QF Applications - In the previous chapterwegave an introduction to the theory of data structures andwegave some examples of sequential (or linear) data containers, such as list<T> and vector<T>. 13 Data Structures for Financial Engineering Applications - In this chapter we introduce a number of data structures and data containers that we use in applications. 14 An Introduction to Design Patterns - In this chapter we give an introduction to the famous Design Patterns of the ‘Gang of Four’and their applications to QF. 15 Programming the Binomial Method in C++ - In this chapter we design and implement a set of C++ classes for pricing options and other derivative products with the help of the binomial method. 16 Implementing One-Factor Black Scholes in C++ - In this chapter we design and implement the one-factor Black Scholes equation using finite difference methods. 17 Two-Factor Option Pricing: Basket and Other Multi-Asset Options - In this chapter we apply the finite difference method to the class of so-called correlation options. 18 Useful C++ Classes for Numerical Analysis Applications in Finance - In this chapter we give an introduction to some techniques in numerical analysis because they are needed in quantitative finance applications. 19 Other Numerical Methods in Quantitative Finance - In this chapter we discuss a number of important issues that are related to the pricing of derivatives, notably options and interest rates using the trinomial method. 20 The Monte Carlo Method Theory and C++ Frameworks - In this chapter we introduce the Monte Carlo simulation method and its application to the pricing of financial derivatives. Free Download ebook: introduction to c++ for financial engineers an object-oriented approach
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