Mathematical Finance I: Discrete Time, 3rd year Undergraduate (compulsory module), King's College
C++, 2A and 3A, ENSAE
C++ in Financial Mathematics - Master course for the Master in Financial Mathematics (Dept. of Mathematics) and the Computational Finance Master (Dept of Computer Sciences), King's College
- J. Armstrong, C++ in Financial Mathematics
- D. Brown, G. Satir, C++ The Core Language: A Foundation for C Programmers, Cambridge
- M. Capinscki, T. Zastawniak, Numerical Methods in Finance with C++, Cambridge.
- Daniel Duffy, Introduction to C++ for Financial Engineers: An Object-Oriented Approach, Wiley Finance.
- M. Joschi, C++ Design Patterns and Derivatives Pricing, Cambridge
- B. Stroustrup (Creator of C++), Programming: Principles and Practice Using C++. Pearson Education, 2014.
- B. Eckel, Thinking in C++, Vol.I and II, Prentice Hall.