statistics and numerical recipe in C++

statistics and numerical recipe in C++

1. C++ programs for Finance

I have made some programs for common uses in finance. They may be of interest to others, so I have made them public under the GNU Public Licence .

C++ Financial Algoritms (Financial Numerical Recipes)

In finance, there are areas where formulas tend to get involved. Sometimes it may be easier to follow an exact 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 by no means a complete "book" with all the answers and explanations. I'm hoping to turn it into a book, but even in its incomplete state is should provide a good deal of useful algorithms for people working within the field of finance. The manuscript and codes will be added to as I get the time. All the code should conform to the current ANSI C++ standard.

2. siren0413 / OptionPricingFormular_CD
3. Robert Davies
4. Matrix Documentation
5. A User-Friendly C# Descriptive Statistic Class

plan to convert it to C++. a good exercise, adding GUI is another option with MFC chart.

6. Numerical Recipes Home Page
7. Mathemathics Framework
8. Inner Product Experiment: C# vs. C/C++