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Financial Numerical Recipes in C++ by Bernt Arne Ødegaard

Financial Numerical Recipes in C++

Financial Numerical Recipes in C++ by Bernt Arne Ødegaard
Financial Numerical Recipes in C++ by Bernt Arne Ødegaard
2007
Number of pages: 262
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.
Computers & Internet Programming Languages & Tools C++ Business & Investing Finance
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