Logo

Financial Numerical Recipes in C++

Financial Numerical Recipes in C++
by


Number of pages: 81

Description:
In finance, there are areas where formulas tend to get involved. Sometimes it may be easier to follow an exact computer routine. The author made some C++ subroutines that implements common algorithms in finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. These routines are presented together with a good deal of explanations and examples of use, but it is by no means a complete book with all the answers and explanations.

Home page url

Download or read it online for free here:
Download link
(430KB, PDF)

Similar books

Book cover: Optimizing C ++Optimizing C ++
by - Prentice Hall PTR
The book provides C++ programmers with a practical approach to code optimization. The text consists of case studies of database problems with various searching and compression algorithms, the source code, and explanation of the solutions.
(18922 views)
Book cover: C++ Notes for ProfessionalsC++ Notes for Professionals
- GoalKicker
Contents: Getting started with C++; Operator precedence; Arrays; Loops; Metaprogramming; Basic type keywords; Pointers; C++ Containers; Namespaces; Regular expressions; Data Structures in C++; Threading; Design pattern implementation in C++; etc.
(3416 views)
Book cover: C++ Hacker's GuideC++ Hacker's Guide
by - No Starch Press
This book contains a collection of hacks born out of Steve Oualline's over forty years of programming experience. Here you will find all sorts of hacks to make your programs more reliable, more readable, and easier to debug.
(10800 views)
Book cover: C++ Best PracticesC++ Best Practices
by - GitBook
This document is meant to be a collaborative discussion of the best practices in C++. We fill in some of the lower level details and provide specific stylistic recommendations while also discussing how to ensure overall code quality.
(13391 views)