Required:
[Ho 05] Horstmann, Cay; Timothy A. Budd: Big C++. Wiley, 2005.
A detailed textbook on the C++ language, starting from the basics, including advanced topics (standard template library, design patterns, graphical user interface) and reaching out beyond the language (relational databases, XML). (Warning: for some chapters you will need to download the libraries developed by the authors.)
[Wi 97] Wilmott, Paul; Sam Howinson; Jeff Dewynne. The Mathematics of Financial Derivatives. Cambridge University Press, 1997.
A succinct and compact overview of mathematical modeling of financial derivatives and the numerical methods for their implementation. The focus is on the modeling and numerical problems, languages issues are not discussed, and algorithms are presented in pseudocode.
Online Resources:
C++ Language Reference, Microsoft Visual C++, http://msdn2.microsoft.com/en-us/library/3bstk3k5.aspx
C++ Compiler Help from Cay Horstmann at http://www.horstmann.com/ccc/help/ccc3help.html
Code Style Guide by Cay Horstmann at http://www.horstmann.com/bigcpp/styleguide.html
Powers of 2 chart http://www.vaughns-1-pagers.com/computer/powers-of-2.htm
Further Reading:
[Sh 00] Shtern, Victor. Core C++: A Software Engineering Approach. Prentice Hall PTR, 2000
A highly readable and in-depth discussion of C++ concepts with emphasis on software engineering criteria illustrated on relatively short examples:
[St 00] Stroustrup, Bjorne: The C++ Programming Language. (Third Edition). Reading, MA, Addison Wesley Computer Science. 2000.
The definitive book on the C++ programming language by its creator. Not for the faint of heart even with some prior programming experience.
[Du 04] Duffy, Daniel J.: Financial Instrument Pricing Using C++. Wiley, 2004. ISBN 0-470-85509-6
Detailed discussion on how to implement numerical methods and more specifically financial instruments in an object oriented style using C++. Requires working knowledge of C++ and can be used for continuing study if you want to work in financial software.