Table of contents : Cover Front Matter 1. Options Concepts 2. Financial Derivatives 3. Basic C++ Algorithms 4. Object-Oriented Techniques 5. Design Patterns for Options Processing 6. Template-Based Techniques 7. STL for Derivatives Programming 8. Functional Programming Techniques 9. Linear Algebra Algorithms 10. Algorithms for Numerical Analysis 11. Models Based on Differential Equations 12. Basic Models for Options Pricing 13. Monte Carlo Methods 14. Backtesting Trading Strategies in C++ 15. Using C++ Libraries for Finance 16. Credit Derivatives 17. Processing Financial Data Back Matter