[下载]C++金融程序 -- 金融交易员和计量学者的高级工具

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该文件包含近百个证券、期权等金融产品的C++程序，是学习C++的高级模型教材。

Bernt Odegaard - Numerical recipes in C++ for finance (source).zip

22659.zip (80.09 KB, 需要: 35 个论坛币) 本附件包括：

• makefile
• readme
• anal_price_am_call_div.cc
• approx_am_call.cc
• approx_am_put.cc
• bermudan_call_option.cc
• bermudan_put_option.cc
• bin_am_call.cc
• bin_am_call_payout.cc
• bin_am_delta_call.cc
• bin_am_delta_put.cc
• bin_am_div_call.cc
• bin_am_div_put.cc
• bin_am_partials_call.cc
• bin_am_partials_put.cc
• bin_am_prop_div_call.cc
• bin_am_prop_div_put.cc
• bin_am_put.cc
• bin_am_put_payout.cc
• bin_eur_call.cc
• bin_eur_call_ud.cc
• bin_eur_call_ud_one.cc
• bin_eur_put.cc
• binomial_tree_ud.cc
• black_scholes_call.cc
• black_scholes_call_div.cc
• black_scholes_delta_call.cc
• black_scholes_delta_put.cc
• black_scholes_imp_vol_bisect.cc
• black_scholes_imp_vol_newt.cc
• black_scholes_partials_call.cc
• black_scholes_partials_put.cc
• black_scholes_price_payout_call.cc
• black_scholes_price_payout_put.cc
• black_scholes_put.cc
• black_scholes_put_div.cc
• bondopt_call_binom_am.cc
• bondopt_call_bs.cc
• bondopt_call_coupon_bs.cc
• bondopt_call_coupon_rend_bart.cc
• bondopt_call_rend_bart.cc
• bondopt_call_vasicek.cc
• bondopt_put_binom_am.cc
• bondopt_put_bs.cc
• bondopt_put_coupon_bs.cc
• bondopt_put_vasicek.cc
• bonds_convexity.cc
• bonds_duration.cc
• bonds_duration_macaulay.cc
• bonds_duration_modified.cc
• bonds_duration_modified_termstru.cc
• bonds_duration_termstru.cc
• bonds_price_both.cc
• bonds_price.cc
• bonds_price_discrete.cc
• bonds_price_termstru.cc
• bonds_yield.cc
• cflow_irr.cc
• cflow_irr_test_unique.cc
• cflow_pv.cc
• cflow_pv_discrete.cc
• cum_normal_bivariate.cc
• cum_normal.cc
• currency_opt_bin_call.cc
• currency_opt_bin_put.cc
• currency_opt_euro_call.cc
• currency_opt_euro_put.cc
• exotics_asian_price_call.cc
• exotics_lookback_call.cc
• exotics_lookback_put.cc
• findiff_exp_am_call.cc
• findiff_exp_am_put.cc
• findiff_exp_eur_call.cc
• findiff_exp_eur_put.cc
• findiff_imp_am_call.cc
• findiff_imp_am_put.cc
• findiff_imp_eur_call.cc
• findiff_imp_eur_put.cc
• futures_opt_call_bin.cc
• futures_opt_call_black.cc
• futures_opt_put_bin.cc
• futures_opt_put_black.cc
• futures_price.cc
• merton_jump_diff_call.cc
• mv_calc.cc
• mv_calc_port_unconstrained.cc
• normdist_bivariate.cc
• normdist.cc
• option_price_american_perpetual_call.cc
• option_price_american_perpetual_put.cc
• payoff_average.cc
• payoff_binary_options.cc
• payoff_black_scholes_case.cc
• payoff_lookback.cc
• random_normal.cc
• random_uniform.cc
• rendleman_bartter_build_interest_rate_tree.cc
• run_simulation_bs_case_using_generic_routine.cc
• run_simulation_bs_case_using_generic_routine_improving_efficiency.cc
• simulated_call_euro.cc
• simulated_delta_call.cc
• simulated_delta_put.cc
• simulated_put_euro.cc
• simulate_european_options_generic_routine_antithetic_variate.cc
• simulate_european_options_generic_routine.cc
• simulate_european_options_generic_routine_control_variate.cc
• simulate_european_options_generic_routine_price_sequence.cc
• simulate_european_options_generic_routine_price_sequence_control_variate.cc
• simulate_lognormally_distributed_sequence.cc
• simulate_lognormal_variable.cc
• term_structure_class.cc
• term_structure_class_cir.cc
• term_structure_class_cubic_spline.cc
• term_structure_class_flat.cc
• term_structure_class_interpolated.cc
• term_structure_class_nelson_siegel.cc
• term_structure_class_vasicek.cc
• termstru_discfact_cir.cc
• termstru_discfact_cubic_spline.cc
• termstru_discfact_vasicek.cc
• termstru_transforms.cc
• termstru_yield_interpolated.cc
• termstru_yield_nels_sie.cc
• tst_binomial_term_structure_models.cc
• tst_bond_options.cc
• tst_normal.cc
• tst_power.cc
• tst_present_value.cc
• tst_simulate_european_options.cc
• tst_term_structure.cc
• warrant_price_black_scholes.cc
• warrant_price_black_scholes_dividends.cc
• date.h
• fin_recipes.h
• normdist.h
• term_structure_class_cir.h
• term_structure_class_cubic_spline.h
• term_structure_class_flat.h
• term_structure_class.h
• term_structure_class_interpolated.h
• term_structure_class_nelson_siegel.h
• term_structure_class_vasicek.h
• term_structure_models.h

2005-8-11 18:29:00 上传

[下载]C++金融程序 -- 金融交易员和计量学者的高级工具
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关键词：金融交易 交易员 计量学 Numerical Finance 工具 金融 学者 交易员

port to Ox of the Financial Numerical Recipes C++ code written by Bernt Arne Ødegaard
for:	Advanced financial calculations. It contains the basic and some advanced algorithms for option pricing, and some algorithms dealing with term structure modeling and pricing of fixed income securities.

Good one.

Bernt Odegaard - Numerical recipes in C++ for finance

very well,thanks

这么贵的，何况C＋＋我又不懂

hao

hao

google 一下即可得！

好

try try