C++ for Quantitative Finance: References
Reference:
Lippman, S. and J. Lajoie. C++ Primer. 3rd ed. Reading, MA: Addison Wesley Professional. April 1998.
Sedgewick, R. Algorithms in C++. Reading, MA: Addison-Wesley Longman, Incorporated. June 2001.
Aplications and practices:
MIT-Effective Programming in C and C++
Weiss, M. Algorithms, Data Structures and Problem Solving with C++. Reading, MA: Addison Wesley, November 1999.
Cormen, T., C. Leiserson, and R. Rivest. Introduction to Algorithms. Cambridge, MA: MIT Press. September 2001.
Basic:
MIT - Introduction to C and C++
Deitel, H. and P. Deitel. C++ How to Program. 4th ed. Upper Saddle River, NJ: Prentice Hall PTR. August 2002.
Stroustrup, B. The C++ Programming Language. 3rd ed.
Winston, H. On to C++. 2nd ed.
Johnsonbaugh & Kalin. Object Oriented Programming in C++. 2nd ed. Upper Saddle River, NJ: Prentice Hall, August 1999.
Cline, M., M. Girou, and G. Lomow. C++ FAQs. Reading, MA: Addison Wesley Professional, December 1998.
C++ Programming Course - Beginner to Advanced - online video
To go deep:
Fundamentals of Accelerated Computing with Modern CUDA C++
NVIDIA - C++ Language Parallelism on GPUs
Accelerating Python for Exotic Option Pricing - C++ and CUDA
MIT - Foundations of Software Engineering
