Financial instrument pricing using C++ / Daniel J. Duffy.

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
STL algorithms in detail
STL algorithms part II
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
Bibliography
Appendix
Index.