This book introduces the reader to C + + programming language and how to use it to write applications in the field of quantitative finance (QF) and related fields. This book adopts a phased approach, starting from basic principles and then move to advanced complex techniques and then to real applications in financial engineering. There are five main sections in this book: C + + fundamentals and object-oriented thinking in QF Advanced object-oriented features like inheritance and polymorphism programming templates and Standard Template Library (STL) Introduction GOF design patterns and their applications in QF Applications Types of applications include binomial and trinomial methods, Monte Carlo simulation, advanced trees, partial differential equations and finite difference methods. This book contains a CD with all source code and useful C + + class that you can use in your own application.