Financial Numerical Recipes in C++
by Bernt Arne Ødegaard
2007
Number of pages: 262
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.
Download or read it online for free here:
Download link
(1.2MB, PDF)
Similar books

by Terence John Parr - Automata Publishing Company
This book is a reference guide for the parser generator ANTLR, ANother Tool for Language Recognition, and the tree-parser generator SORCERER, which is suited to source-to-source translation. It is valuable to scientists, engineers, or programmers.
(15185 views)

by Clifford A. Shaffer - Dover Publications
A comprehensive treatment focusing on efficient data structures and algorithms, this text explains how to select or design the data structure best suited to specific problems. It uses C++ programming language and is suitable for second-year courses.
(19374 views)

- Taligent Press
Well-Mannered object-oriented design in C++: this is a brief overview of object-oriented program design, focusing on operating-system development. The text will be of interest to the C++ programmers who need a quick summary of good OOP techniques.
(19057 views)

by Colin Campbell, Ade Miller - Microsoft Press
This guide introduces you to the most frequently used patterns of parallel programming and provides executable code samples for them, using PPL. When thinking about where to begin, a good place to start is to review the patterns in this book.
(14670 views)