Financial Numerical Recipes in C++: Applications in Finance (Bernt Arne Odegaard)

 
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Financial Numerical Recipes in C++: Applications in Finance (Bernt Arne Odegaard)

There are some sectors of finance where formulas frequently come into play. Occasionally, it could be simpler to stick to a precise computer procedure. The author has created a few C++ subroutines that implement popular financial algorithms.

Examples of typical ones include mean-variance analysis, term structure calculations, and option/derivative pricing. Although a lot of explanations and usage examples are provided along with these routines, this is by no means a "book" that contains all the answers and justifications.

Using ideas like namespaces and the common template library, all the procedures have been created to adhere to the new ISO/ANSI C++ standard. A few helpful simplifications from the most recent C++ standard have been integrated into some areas.

Even though it isn't complete, it should still contain many examples and algorithms that finance professionals could find valuable. I intend to develop it into a book. I'll add to the manuscript and the coding when I have time. The entire program should adhere to the most recent ANSI C++ standard.

This book discusses how specific financial formulas are calculated. In recent years, the discipline of finance has expanded quickly, with rising mathematical sophistication.

Ebook Details

About the Authors
At the University of Stavanger in Stavanger, Norway, Bernt Arne Odegaard teaches.
Published
Published Date / Year
(June, 2014)
Hardcover
264 pages
eBook Format
PDF (265 pages, 1.1 MB)

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