This book is aimed at a reader who has studied an introductory book on mathemat-

ical fi nance and an introductory book on C++ but does not know how to put the

two together. My objective is to teach the reader not just how to implement models in C++ but more importantly how to think in an object-oriented way. There are already many books on object-oriented programming however, the examples tend not to feel real to the fi nancial mathematician so in this book we work exclusively with examples from derivatives pricing.-This book is aimed at a reader who has studied an introductory book on mathemat-

ical fi nance and an introductory book on C++ but does not know how to put the

two together. My objective is to teach the reader not just how to implement models in C++ but more importantly how to think in an object-oriented way. There are already many books on object-oriented programming　however, the examples tend not to feel real to the fi nancial mathematician so in this book we work exclusively with examples from derivatives pricing.