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

by 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.
(8137 views)

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.
(18270 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.
(19832 views)

by 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.
(21531 views)