This comprehensive volume serves as a standalone learning resource for AAD (Algorithmic Automatic Differentiation) and its application in finance. Exploring AAD extensively, it progresses from foundational theory to intricate implementation aspects like memory management, parallel implementation, and acceleration using expression templates. The book provides professional C++ source code, featuring an efficient AAD implementation and a versatile parallel simulation library. It also covers modern C++, high-performance parallel programming, and interfacing C++ with Excel. Through a step-by-step approach, the code exemplifies the concepts elucidated in the text.