Options and Derivatives Programming in C++ : Algorithms and Programming Techniques for the Financial Industry This is a hands on book for programmers wanting to learn how C++ is used in the development of solutions for options and derivatives trading in the financial industry. As an important part of the financial industry options and derivatives trading has become increasingly sophisticated. Advanced trading techniques using financial derivatives have been used at banks hedge funds and pension funds. Because of stringent performance characteristics most of these trading systems are developed using C++ as the main implementation language. Options and Derivatives Programming in C++ covers features that are frequently used to write financial software for options and derivatives including the STL templates functional programming and support for numerical libraries. New features introduced in the C++11 and C++14 standard are also covered: lambda functions automatic type detection custom literals and improved initialization strategies for C++ objects. Readers will enjoy the how to examples covering all the major tools and concepts used to build working solutions for quantitative finance. It includes advanced C++ concepts as well as the basic building libraries used by modern C++ developers such as the STL and Boost while also leveraging knowledge of object oriented and template based programming. Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks hedge funds and other investment institutions. The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies. Chapter 1: Options Concepts Chapter 2: Financial Derivatives Chapter 3: Basic Algorithms Chapter 4: Object Oriented Techniques Chapter 5: Design Patterns for Options Processing Chapter 6: Template Based Techniques Chapter 7: STL for Derivatives Programming Chapter 8: Functional Programming Techniques Chapter 9: Linear Algebra Algorithms Chapter 10: Algorithms for Numerical Analysis Chapter 11: Models Based on Differential Equations Chapter 12: Basic Models for Option Pricing Chapter 13: Monte Carlo Methods Chapter 14: Using C++ Libraries for Finance. Chapter 15: Credit Derivatives.