From the eBook - Second edition.
A tour of C++ and environs
New and improved C++ fundamentals
Modelling functions in C++
Advanced c++ template programming
Tuples in c++ and their applications
Type traits, advanced lambdas and multiparadigm design in C++
Multiparadigm design in C++
C++ numerics, IEEE754 and boost C++ multiprecision
An introduction to unified software design (USD)
New data types, containers and algorithms in C++ and boost C++ libraries
Lattice models fundamental data structures and algorithms
Lattice models applications to computational finance
Numerical linear algebra : tridiagonal systems and applications
Data visualisation in Excel
Univariate statistical distributions
Bivariate statistical distributions and two-asset option pricing
An introduction to optimisation and the solution of nonlinear equations
The finite difference method for PDEs mathematical background
Software framework for one-factor option models
Extending the software framework
A PDE software framework in C++11 for a class of path-dependent options
Ordinary differential equations and their numerical approximation
Advanced ordinary differential equations and method of lines (MOL)
Random number generation and distributions
Microsoft .net, C# and C++11 interoperability
C++ concurrency, Part I Threads
C++ concurrency, part II Tasks
Parallel patterns language (PPL)
Monte Carlo simulation, Part I
Monte Carlo simulation, Part II
Template programming in C++
Ordinary and stochastic differential equations
Programming the black-scholes environment
Design and deployment issues.