This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required -- experience with VBA, Matlab or other programming language is sufficient. The book adopts an incremental approach; starting from basic principles then moving on to advanced complex techniques and then to real-life applications in financial engineering. There are five major parts in the book:

One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications.In this b...

This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users.Part A Mathematical Foundation for One-Factor ProblemsChapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the f...

For the first time, a book exists that compiles all the information candidates need to apply for their first Water colorists job, or to apply for a better job.What you'll find especially helpful are the worksheets. It is so much easier to write about a work experience using these outlines. It ensures that the narrative will follow a logical structure and reminds you not to leave out the most important points. With this book, you'll be able to revise your application into a much str...

The Metamorphosis (German: Die Verwandlung) is a novella by Franz Kafka, first published in 1915. The story begins with a traveling salesman, Gregor Samsa, waking to find himself transformed into a "monstrous vermin".

Dostoevsky's most revolutionary novel, Notes from Underground marks the dividing line between nineteenth- and twentieth-century fiction, and between the visions of self each century embodied. One of the most remarkable characters in literature, the unnamed narrator is a former official who has defiantly withdrawn into an underground existence. In full retreat from society, he scrawls a passionate, obsessive, self-contradictory narrative that serves as a devastating attack on social utopian...

The Hunting of the Snark (An Agony in 8 Fits) is a poem written by English writer Lewis Carroll. It is typically categorised as a nonsense poem. Written from 1874 to 1876, the poem borrows the setting, some creatures, and eight portmanteau words from Carroll's earlier poem "Jabberwocky" in his children's novel Through the Looking Glass (1871).

Three hundred years ago, an uneducated lay cook in a French monastery discovered how to enjoy a profound awareness of God moment by moment, even in the midst of busyness and distraction. The Practice of the Presence of God reveals Brother Lawrence's secrets. Brimming with wisdom and spiritual insight, this classic memoir of the devotional life witnesses to the joy available to all who will seek Him.

The Call of the Wild is a novel by Jack London published in 1903. The story is set in the Yukon during the 1890s Klondike Gold Rush—a period in which strong sled dogs were in high demand. The novel's central character is a dog named Buck, a domesticated dog living at a ranch in the Santa Clara Valley of California as the story opens. Stolen from his home and sold into service as sled dog in Alaska, he reverts to a wild state. Buck is forced to fight in order to dominate other dogs in a har...

In A Study in Scarlet, Holmes and Watson's first mystery, the pair are summoned to a south London house where they find a dead man whose contorted face is a twisted mask of horror. The body is unmarked by violence but on the wall a mysterious word has been written in blood. The police are baffled by the crime and its circumstances. But when Sherlock Holmes applies his brilliantly logical mind to the problem he uncovers a tragic tale of love and deadly revenge...

The Strange Case of Dr Jekyll and Mr Hyde is the original title of a novel written by the Scottish author Robert Louis Stevenson that was first published in 1886. It is about a London lawyer named Gabriel John Utterson who investigates strange occurrences between his old friend, Dr Henry Jekyll and the misanthropic Edward Hyde. The novella's impact is such that it has become a part of the language, with the phrase "Jekyll and Hyde" coming to mean a person who is vastly different in moral c...

This is a collection of a few stories by Hans Christian Andersen included - The Emperor's New Clothes - The Ugly Duckling - Thumbellina - The Brave Little Tin Soldier - There is No Doubt About It -