Chapter 1: A Tour of C++ and Environs
Chapter 2: New and Improved C++ Fundamentals
Chapter 3: Modelling Functions in C++
Chapter 4: Advanced C++ Template Programming
Chapter 5:Tuples in C++ and their Applications
Chapter 6: Type Traits, Advanced Lambdas and Multiparadigm Design in C++...
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Chapter 1: A Tour of C++ and Environs
Chapter 2: New and Improved C++ Fundamentals
Chapter 3: Modelling Functions in C++
Chapter 4: Advanced C++ Template Programming
Chapter 5:Tuples in C++ and their Applications
Chapter 6: Type Traits, Advanced Lambdas and Multiparadigm Design in C++
Chapter 7: Multiparadigm Design in C++
Chapter 8: C++ Numerics, IEEE754 and Boost C++ Multiprecision
Chapter 9: An Introduction to Unified Software Design (USD)
Chapter 10: New Data Types, Containers and Algorithms in C++ and Boost C++ Libraries
Chapter 11:Lattice Models Fundamental Data Structures and Algorithms
Chapter 12: Lattice Models Applications to Computational Finance
Chapter 13: Numerical Linear Algebra: Tridiagonal Systems and Applications
Chapter 14: Data Visualisation in Excel
Chapter 15: Univariate Statistical Distributions
chapter 16: Bivariate Statistical Distributions and Two-Asset Option Pricing
chapter 17: STL Algorithms in Detail
Chapter 18: STL Algorithms Part II
Chapter 19: An Introduction to Optimisation and the Solution of Nonlinear Equations
Chapter 20: The Finite Difference Method for PDEs Mathematical Background
Chapter 21: Software Framework for One-Factor Option Models
Chapter 22: Extending the Software Framework
Chapter 23: A PDE Software Framework in C++11 for a Class of Path-Dependent Options
Chapter 24: Ordinary Differential Equations and their Numerical Approximation
Chapter 25: Advanced Ordinary Differential Equations and Method of Lines (MOL)
Chapter 26: Random Number Generation and Distributions
Chapter 27: Microsoft .Net, C# and C++11 Interoperability
Chapter 28: C++ Concurrency, Part I Threads
Chapter 29: C++ Concurrency, Part II Tasks
Chapter 30: Parallel Patterns Language (PPL)
Chapter 31: Monte Carlo Simulation, Part I
Chapter 32: Monte Carlo Simulation, Part II
Bibliography
Appendix
Index
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