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    3. Financial Numerical Recipes in C++

    Financial Numerical Recipes in C++

    Posted By: Saunt
    Date: 2 Jun 2009 14:22:10
    Financial Numerical Recipes in C++

    Financial Numerical Recipes in C++
    Publisher: Bernt Arne Ødegaard | ISBN: N\A | edition 2007 | PDF | 262 pages | 2,35 mb

    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.


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