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Financial Numerical Recipes in C++: Applications in Finance

  • Category: C++ Programming
  • Author: Bernt Arne Odegaard
  • Pages: 264 pages
  • File type: PDF (265 pages, 1.1 MB)

Read and download free eBook intituled Financial Numerical Recipes in C++: Applications in Finance in format PDF (265 pages, 1.1 MB) – 264 pages created by Bernt Arne Odegaard.

In finance, there are areas where formulas tend to get involved. Sometimes it may be easier to follow an exact computer routine. The author has 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 by no means a complete “book” with all the answers and explanations.

All the routines have been made to confirm to the new ISO/ANSI C++ standard, using such concepts as namespaces and the standard template library. The latest (2011) C++ standard introduced a few useful simplifications, which is incorporated in places.

I’m planning to turn it into a book, but even in its incomplete state is should provide a good deal of useful examples and algorithms for people working within the field of finance. The manuscript and codes will be added to as I get time. All the code should conform to the current ANSI C++ standard.

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Financial Numerical Recipes in C++: Applications in Finance

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