Chapter 1 - Executive Overview of this Book
 Part I - Template Programming in C++
 Chapter 2 - A Gentle Introduction to Templates in C++
 Chapter 3 - An Introduction to the Standard Template Library
 Chapter 4 - STL for Financial Engineering Applications
 Chapter 5 - The Property Pattern in Financial Engineering
 Part II - Building Block Classes
 Chapter 6 - Arrays, Vectors and Matrices
 Chapter 7 - Arrays and Matrix Properties
 Chapter 8 - Numerical Linear Algebra
 Chapter 9 - Modelling Functions in C++
 Chapter 10 - C++ Classes for Statistical Distributions
 Part III - Ordinary and Stochastic Differential Equations
 Chapter 11 - Numerical Solution of Initial Value Problems: Fundamentals
 Chapter 12 - Stochastic Processes and Stochastic Differential Equations
 Chapter 13 - Two-Point Boundary Value Problems
 Chapter 14 - Matrix Iterative Methods
 Part IV - Programming the Black – Scholes Environment
 Chapter 15 - An Overview of Computational Finance
 Chapter 16 - Finite Difference Schemes for Black – Scholes
 Chapter 17 - Implicit Finite Difference Schemes for Black – Scholes
 Chapter 18 - Special Schemes for Plain and Exotic Options
 Chapter 19 - My First Finite Difference Solver
 Chapter 20 - An Introduction to ADI and Splitting Schemes
 Chapter 21 - Numerical Approximation of Two-Factor Derivative Models
 Part V - Design Patterns
 Chapter 22 - A C++ Application for Displaying Numeric Data
 Chapter 23 - Object Creational Patterns
 Chapter 24 - Object Structural Patterns
 Chapter 25 - Object Behavioural Patterns
 Part VI - Design and Deployment Issues
 Chapter 26 - An Introduction to the Extensible Markup Language
 Chapter 27 - Advanced XML and Programming Interface
 Chapter 28 - Interfacing C++ and Excel
 Chapter 29 - Advanced Excel Interfacing
 Chapter 30 - An Extended Application: Option Strategies and Portfolios
 Appendix I - My C++ Refresher
 Appendix II - Dates and Other Temporal Types
 References 
 Index 
 List of Figures