Although not C++, also a pretty decent book:Fusai & Roncoroni (2008) "Implementing Models in Quantitative Finance: Methods and Cases"http://semeq.unipmn.it/fusai/I've
also found Joshi's "More Mathematical Finance" helpful for QMC and Brownian Bridge:http://www.markjoshi.com/more/That
and Glasserman should cover most of your MC needs.Regarding C++ -- just go for the books mentioned here: http://isocpp.org/get-startedSee
also (more details & further books): http://stackoverflow.com/questions/3882 ... and-listIn
general, I would advise against any "C++ for X" book if you want to learn C++ (you won't) and X (you probably won't either).// A different category would be "C++ _AND_ X" books, like "C++ Design Patterns and Derivatives Pricing": http://www.markjoshi.com/design///
Note that these will have C++ as a prerequisite and will assume some knowledge of X (here: derivatives pricing).