Financial Numerical Recipes in C++
Applications in Finance
- License
- Made freely available by the author
- Source
- Bernt Arne Ødegaard (University of Stavanger)
Description
A collection of C++ implementations of common quantitative-finance calculations: present value and term structures, option pricing (Black-Scholes, binomial, finite-difference, Monte Carlo), bonds, mean-variance portfolios, and more.
Book information
- Language
- English
- Category
- C++
- Level
- Advanced
- Pages
- 295
- Published
- 2014
- Format
- License
- Made freely available by the author
- Source
- Bernt Arne Ødegaard (University of Stavanger)
Topics
License
Author Permission — Made freely available by the author (license text ↗)
This resource is listed with a link to its official source; TLP does not host the file.
The author distributes the book for free from his university page but states no explicit redistribution license, so TLP links to the official copy only. A maintainer could contact the author to confirm terms.
Related books
View all →Calling Conventions for Different C++ Compilers and Operating Systems
Agner Fog
The fifth of Agner Fog's optimization manuals. Documents how C++ compilers on x86 pass arguments, return values, and objects; name mangling schemes; exception handling; object file formats; and how to write code portable across compilers.
C++AdvancedOfficial Free DistributionPDF · 1.0 MBC++ Core Guidelines
Bjarne Stroustrup, Herb Sutter
The authoritative, continuously updated set of guidelines for writing modern C++ well — resource and memory safety, RAII, interfaces, classes, templates, concurrency, error handling, and performance — each rule with rationale and examples. Maintained by the Standard C++ Foundation.
C++AdvancedMITHTMLJSF Air Vehicle C++ Coding Standards
Lockheed Martin Corporation
The C++ coding standard developed for the Joint Strike Fighter (F-35) air vehicle software. A widely cited reference for safety-critical C++: 200+ rules restricting language features for reliability, with rationale for each.
C++AdvancedOfficial Free DistributionPDF · 800 KB