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
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.
(17686 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.
(12081 views)
C++ Today: The Beast Is Backby Jon Kalb, Gašper Ažman - O'Reilly Media
Now that software development is shifting primarily toward mobile and cloud computing, C++ is returning to the dominant position. Authors demonstrate how modern C++ provides the power necessary for server farms as well as low-footprint mobile apps.
(4579 views)
C++ Reference Guideby Danny Kalev - Informit
This guide covers constructors, destructors, operator overloading, memory management, templates, namespaces, streams, object-oriented programming principles, standard template library, exception handling, runtime type information, and more.
(14113 views)