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for financial numerical recipes
In finance, there are areas where formulas tend to get involved. Sometimes it may be easier to follow anexact computer routine. I have made some C++ subroutines that implements common algoritms 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 byno means a complete "book" with all the answers and explanations. I'm hoping to turn it into a book, buteven in its incomplete state is should provide a good deal of useful algorithms for people working withinthe field of finance. The manuscript and codes will be added to as I get the time. All the code shouldconform to the current ANSI C++ standard.
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