The work of Financial Computing course based in C++, it covers:

Options: Bull spread & bear spread, butterfly, straddle...

Binomial Tree options pricing for American options

Non-linear equation

Monte-Carlo methods

Reference: Numerical Methods in Finance with C++ (Mastering Mathematical Finance), by Maciej J. Capinski and Tomasz Zastawniak, Cambridge University Press, 2012, ISBN-10: 0521177162