C++ For Quantitative Finance

Are C++ Quant Interview Questions Stopping You From Getting The Job?

You've done an MFE, know your stochastic calculus and have implemented a few models, but still find it hard to get to the final round interview.

What if there was a way to learn precisely what you needed without having to spend huge sums on C++ textbooks and weeks of study that didn't help in interview?

With C++ For Quantitative Finance I've distilled the knowledge required to pass a quant job interview into an easy-to-study package, which concentrates on the core concepts required to get the coveted role.

"The other C++ books don't cover more advanced models and these are the ones I was really asked about during IB positions. 'C++ For Quantitative Finance' was really helpful for that."

Anna Walsh, graduate quant in NYC

In C++ For Quantitative Finance you'll learn about the right way to price derivatives and how to structure your code professionally, using modern software development techniques that you can discuss in interview.

  • 250+ pages of C++ design patterns for quant finance
  • How to implement models you'll get asked about in interview
  • Download the Table Of Contents
  • Instant PDF ebook download - no waiting for delivery
  • Lifetime no-quibble 100% money back guarantee - no risk to you!
  • Download a Sample Chapter

Ignoring C++ makes your interviews much harder.

If you fail to study any C++ prior to interview, competing candidates will perform better and win that coveted quant role.

If you're a MFE student, PhD candidate or prospective quant, your peers are likely to gain the best jobs because they’re able to impress the interviewer with their extensive C++ knowledge, while you're finding it challenging.

Without the essential C++ knowledge, there's a strong chance you'll find interviews much harder and it will take a lot longer to find a quant job.

Fear not! Here's the solution.

C++ For Quantitative Finance will take you on a journey from knowing little or nothing about how to apply C++ to quantitative finance to understanding and implementing essential quant models, object oriented programming techniques and best practice design patterns, keeping you ahead of your peers.

You'll gain the knowledge of how to effectively code in C++, do better in interview and ultimately get a chance at going for the most lucrative quant jobs.

This guide will show you how to apply C++ to quantitative analysis models and then go on to pass a technical interview at a bank or hedge fund. I get emails every day from people thanking me for the organised, easy-to-read C++ articles on the site. I made sure to make C++ For Quantitative Finance the best there is!

About the Author

So who’s behind this?

Hi! My name is Mike Halls-Moore and I'm the guy behind QuantStart and the 'C++ For Quantiative Finance' package.

Since working as a quantitative trading developer in a hedge fund I have been passionate about quantitative finance and professional software development.

I started the QuantStart community and wrote 'C++ For Quantitative Finance' as a means to help others learn from my mistakes and get that quant analyst job they've always wanted.

Here's What You'll Learn

C++ Classes

You'll learn about the syntax and design of C++ classes as well as how to begin writing your own.

Object-Oriented Programming

A step-by-step guide to inheritance and polymorphism techniques - including option and pay-off classes.

Generic Programming

The benefits of generic programming with templates and creating container classes for quant finance applications.

Function Objects

How to use function objects to model mathematical functions to produce robust, production-quality quant code.

C++ Standard Template Library

An extensive guide on the C++ Standard Template Library including the latest standard - C++11.

Finite Difference Methods

How to make use of Finite Difference Methods (FDM) in C++ to solve quant differential equation models.

Monte Carlo Methods

How to implement Monte Carlo techniques to solve Black-Scholes models and determine the "Greeks".

Modern Pricing Techniques

C++ implementations for jump-diffusion models, stochastic volatility, and other pricing techniques.

Advanced C++ Features

Many more examples of advanced C++ features, useful for the skilled quantitative professional.


What if I don't like the book?

'C++ For Quantitative Trading' comes with a 100% lifetime money-back guarantee. If you are unhappy with the book for any reason, we will refund you the price - no questions asked. Although we're fairly sure you'll find it extremely useful!

What background will I need?

The book assumes a basic knowledge of C++ syntax and that you have some exposure to options pricing, i.e. the Black-Scholes model. Other than that, the book is self-contained.

Where can I learn more about you?

We have over 200 posts on QuantStart.com covering options pricing in C++, quant finance careers and quantitative development. You can read through the archives to learn more about C++ techniques and derivatives techniques.

Can we be contacted?

Of course! If you still have questions after reading this page please get in touch and we will do our best to provide you with a necessary answer.

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  • Full C++ source code for all chapters