"Duffy has successfully plugged a huge gap in the market by producing a wonderfully written introductory book, in a pedagogic – making mathematical modelling in C++ accessible to a large audience. As a teacher of C++, I will be strongly recommending this book to anyone interested in applying C++ to Quantitative Finance."
　　"Finally, the book I wish I had had when I first started studying the C++ programming language. This witty, clean and comprehensive guide is a must-have for the would-be quant and a precious reference for the practitioner in quantitative finance. After completing the reading, you will earn a ‘black belt’ in C++ for financial engineering."
　　"It seems that C++ is here to stay – but not as the easiest language to master. Daniel Duffy has been there and done that for a few decades, and now he shares his expertise. In this book, he takes the reader to the black belt level – i.e., the level at which one can start learning advanced C++ techniques and best practices."
　　"Among the vast C++ and quantitative finance literature there is a surprising dearth of material on their intersection – on quantfin-specific numerical methods using C++ and design patterns. Daniel Duffy’s new book Introduction to C++ for Financial Engineers nicely fills this vacuum and should prove to be a valuable resource for students and professionals looking to learn or enhance their C++ skills."
　　"Out of the plethora of books introducing C++ this book simply stands out by the clear exposure of the language and the practicality of its examples. For any student or practitioner that learns or wants to improve his knowledge of this powerful programming language widely used in the business world of finance Dr. Duffy's book is highly recommended."
　　作者简介：DANIEL J. DUFFY has been involved in software development projects using C++ and object-oriented design techniques since 1988. He organized the first C++ course in the Netherlands in 1989 and has worked on a variety of C++ projects in areas such as computer graphics, optical technology, process control and quantitative finance systems. In 1993 he worked on an early version of a large object-oriented system for derivatives’ pricing and hedging models. He is designer/trainer and has trained mote than 2000 C++ developers in recent years.
　　A companion book to the current one is “Financial instrument pricing using C++” (Wiley 2004). Since 1996 he has written seven books on object-oriented design and programming. Daniel Duffy has a Phd in Numerical Analysis from Trinity College Dublin. He lives in the Netherlands with his wife Ilona and son Brendan.
　　He can be contacted at dduffy＠datasim.nl
 目录
0　Goals of this Book and Global Overview
Part Ⅰ C++ Essential Skills
　1 Introduction to C++ and Quantitative Finance
　2 The Mechanics of C++: from Source Code to a Running Program
　3 C++ Fundamentals and My First Option Class
　4 Creating Robust Classes
　5 Operator Overloading in C++
　6 Memory Management in C++
　7 Functions, Namespaces and Introduction to Inheritance
　8 Advanced Inheritance and Payoff Class Hierarchies
　9 Run-Time Behaviour in C++
　10 An Introduction to C++ Templates
Part Ⅱ Data Structures, Templates and Patterns
　11 Introduction to Generic Data Structures and Standard Template Library (STL)
　12 Creating Simpler Interfaces to STL for QF Applications
　13 Data Structures for Financial Engineering Applications
　14 An Introduction to Design Patterns
Part Ⅲ QF Applications
　15 Programming the Binomial Method in C++
　16 Implementing One-Factor Black Scholes in C++
　17 Two-Factor Option Pricing: Basket and Other multi-Asset Options
　18 Useful C++ Classes for Numerical Analysis Applications in Finance
　19 Other Numerical Methods in Quantitative Finance
　20 The Monte Carlo Method Theory and C++ Frameworks
　21 Skills Development: from White Belt to Black Belt
Part Ⅳ Background Information
　22 Basic C Survival Guide
　23 Advanced C Syntax
　24 Datasim Visualisation Package in Excel: Drivers and Mechanisms
　25 Motivating COM and Emulation in C++
　26 COM Fundamentals
References
Index