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 selected exercises with links to C++ code.
| 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 |
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".