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