Financial Numerical Recipes in C++
by Bernt Arne Ødegaard
1999
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.
Download or read it online for free here:
Download link
(430KB, PDF)
Similar books
C++ Annotationsby Frank B. Brokken - University of Groningen
The book for knowledgeable users of C who would like to make the transition to C++. It is the main textbook for C++ programming courses at the University of Groningen. The text does not cover C++'s basic grammar, which is equal to C's grammar.
(22536 views)
Parallel Programming with Microsoft Visual C++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.
(19457 views)
Optimizing C ++by Steve Heller - 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.
(21947 views)
Programming the Be Operating Systemby Dan Parks Sydow - O'Reilly
This book gives C++ programmers their start to developing the applications on Be operating system. The book begins with simple programs and gradually adds elements of the graphical interface. It carefully describes drawing and message handling.
(26129 views)