C++ for Financial Mathematics book

C++ for Financial Mathematics

This page contains links to the student resources for the book C++ for Financial Mathematics by John Armstrong.

All material is © John Armstrong 2013-2016.

Solutions to Exercises

Solutions to selected exercises with links to C++ code.

C++ projects and slides by chapter

Chapter Projects Slides
Introduction Introduction Slides
Chapter 1: Getting Started.
ONLINE ONLY: Guide to getting started on Mac OS X.
InterestCalculator
ExamCalculator
ProfitCalculator
Chapter 1 Slides
Chapter 2: Basic Data Types and Operators Exercises2 Chapter 2 Slides
Chapter 3: Functions Exercises3 Chapter 3 Slides
Chapter 4: Flow of Control Exercises4 Chapter 4 Slides
Chapter 5: Working with Multiple Files FMLib5. Chapter 5 Slides
Chapter 6: Unit Tests FMLib6 Chapter 6 Slides
Chapter 7: Using C++ Classes FMLib7 Chapter 7 Slides
Chapter 8: User Defined Types FMLib8 Chapter 8 Slides
Chapter 9: A Monte Carlo Pricer FMLib9 Chapter 9 Slides
Chapter 10: Interfaces FMLib10 Chapter 10 Slides
Chapter 11: Pointers PointerExamples Chapter 11 Slides
Chapter 12: More Sophisticated Classes FMLib12 Chapter 12 Slides
Chapter 13: The Portfolio class FMLib13 Chapter 13 Slides
Chapter 14: Delta Hedging FMLib14
Exercises14
Chapter 14 Slides
Chapter 15: Debugging and Development Tools FMLib15 Chapter 15 Slides
Chapter 16: A Matrix Class FMLib16 Chapter 16 Slides
Chapter 17: Templates TemplateExamples Chapter 17 Slides
Chapter 18: The Standard Template Library FMLib18 Chapter 18 Slides
Chapter 19: Function Objects and Lambda Functions FMLib19 Chapter 19 Slides
Chapter 20: Threads FMLib20
Exercises20
Chapter 20 Slides
Chapter 21: Next Steps    
Appendix A: Risk-Neutral Pricing    

For Instructors

You can download the LaTeX source for all the slides here. You may use this to help write your own lecture course based on the book provided, of course, that you appropriately reference the book.

To request an inspection copy of the book or to obtain a solutions manual please visit the publisher's website and follow the links there.

Further instructor-only resources are available here. To obtain a username and password, first visit the publisher's website and follow the instructions under "Downloads/Updates->Instructor Resources".

Cover

The cover depicts the solution of a non-linear filtering problem where the state follows Brownian motion and the sensor function is given by the cubic function x(x-1)(x+1).