文件名称:finacial numerical recipes
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财经类数值算法(finacial numerical recipes),压缩包内有pdf文件和c++源码-Financial category numerical algorithm (Financial numerical recipes), compressed within a pdf file and c-source
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下载文件列表
all_cc_progs
............\anal_price_am_call_div.cc
............\approx_am_call.cc
............\approx_am_put.cc
............\bermudan_call_option.cc
............\bermudan_put_option.cc
............\binomial_tree_ud.cc
............\bin_am_call.cc
............\bin_am_call_payout.cc
............\bin_am_delta_call.cc
............\bin_am_delta_put.cc
............\bin_am_div_call.cc
............\bin_am_div_put.cc
............\bin_am_partials_call.cc
............\bin_am_partials_put.cc
............\bin_am_prop_div_call.cc
............\bin_am_prop_div_put.cc
............\bin_am_put.cc
............\bin_am_put_payout.cc
............\bin_eur_call.cc
............\bin_eur_call_ud.cc
............\bin_eur_call_ud_one.cc
............\bin_eur_put.cc
............\black_scholes_call.cc
............\black_scholes_call_div.cc
............\black_scholes_delta_call.cc
............\black_scholes_delta_put.cc
............\black_scholes_imp_vol_bisect.cc
............\black_scholes_imp_vol_newt.cc
............\black_scholes_partials_call.cc
............\black_scholes_partials_put.cc
............\black_scholes_price_payout_call.cc
............\black_scholes_price_payout_put.cc
............\black_scholes_put.cc
............\black_scholes_put_div.cc
............\bondopt_call_binom_am.cc
............\bondopt_call_bs.cc
............\bondopt_call_coupon_bs.cc
............\bondopt_call_rend_bart.cc
............\bondopt_call_vasicek.cc
............\bondopt_put_binom_am.cc
............\bondopt_put_bs.cc
............\bondopt_put_coupon_bs.cc
............\bondopt_put_vasicek.cc
............\bonds_convexity.cc
............\bonds_convexity_discrete.cc
............\bonds_convexity_termstru.cc
............\bonds_duration.cc
............\bonds_duration_discrete.cc
............\bonds_duration_macaulay.cc
............\bonds_duration_macaulay_discrete.cc
............\bonds_duration_modified.cc
............\bonds_duration_termstru.cc
............\bonds_price.cc
............\bonds_price_both.cc
............\bonds_price_discrete.cc
............\bonds_price_termstru.cc
............\bonds_yield.cc
............\bonds_yield_discrete.cc
............\cflow_irr.cc
............\cflow_irr_discrete.cc
............\cflow_irr_test_unique.cc
............\cflow_pv.cc
............\cflow_pv_discrete.cc
............\cum_normal.cc
............\cum_normal_bivariate.cc
............\currency_opt_bin_call.cc
............\currency_opt_bin_put.cc
............\currency_opt_euro_call.cc
............\currency_opt_euro_put.cc
............\exotics_asian_price_call.cc
............\exotics_lookback_call.cc
............\exotics_lookback_put.cc
............\findiff_exp_am_call.cc
............\findiff_exp_am_put.cc
............\findiff_exp_eur_call.cc
............\findiff_exp_eur_put.cc
............\findiff_imp_am_call.cc
............\findiff_imp_am_put.cc
............\findiff_imp_eur_call.cc
............\findiff_imp_eur_put.cc
............\fin_recipes.h
............\futures_opt_call_bin.cc
............\futures_opt_call_black.cc
............\futures_opt_put_bin.cc
............\futures_opt_put_black.cc
............\futures_price.cc
............\makefile
............\merton_jump_diff_call.cc
............\normdist.cc
............\normdist.h
............\option_price_american_perpetual_call.cc
............\option_price_american_perpetual_put.cc
............\payoff_average.cc
............\payoff_binary_options.cc
............\payoff_black_scholes_case.cc
............\payoff_lookback.cc
............\random_normal.cc
............\random_uniform.cc
............\rendleman_bartter_build_interest_rate_tree.cc
............\anal_price_am_call_div.cc
............\approx_am_call.cc
............\approx_am_put.cc
............\bermudan_call_option.cc
............\bermudan_put_option.cc
............\binomial_tree_ud.cc
............\bin_am_call.cc
............\bin_am_call_payout.cc
............\bin_am_delta_call.cc
............\bin_am_delta_put.cc
............\bin_am_div_call.cc
............\bin_am_div_put.cc
............\bin_am_partials_call.cc
............\bin_am_partials_put.cc
............\bin_am_prop_div_call.cc
............\bin_am_prop_div_put.cc
............\bin_am_put.cc
............\bin_am_put_payout.cc
............\bin_eur_call.cc
............\bin_eur_call_ud.cc
............\bin_eur_call_ud_one.cc
............\bin_eur_put.cc
............\black_scholes_call.cc
............\black_scholes_call_div.cc
............\black_scholes_delta_call.cc
............\black_scholes_delta_put.cc
............\black_scholes_imp_vol_bisect.cc
............\black_scholes_imp_vol_newt.cc
............\black_scholes_partials_call.cc
............\black_scholes_partials_put.cc
............\black_scholes_price_payout_call.cc
............\black_scholes_price_payout_put.cc
............\black_scholes_put.cc
............\black_scholes_put_div.cc
............\bondopt_call_binom_am.cc
............\bondopt_call_bs.cc
............\bondopt_call_coupon_bs.cc
............\bondopt_call_rend_bart.cc
............\bondopt_call_vasicek.cc
............\bondopt_put_binom_am.cc
............\bondopt_put_bs.cc
............\bondopt_put_coupon_bs.cc
............\bondopt_put_vasicek.cc
............\bonds_convexity.cc
............\bonds_convexity_discrete.cc
............\bonds_convexity_termstru.cc
............\bonds_duration.cc
............\bonds_duration_discrete.cc
............\bonds_duration_macaulay.cc
............\bonds_duration_macaulay_discrete.cc
............\bonds_duration_modified.cc
............\bonds_duration_termstru.cc
............\bonds_price.cc
............\bonds_price_both.cc
............\bonds_price_discrete.cc
............\bonds_price_termstru.cc
............\bonds_yield.cc
............\bonds_yield_discrete.cc
............\cflow_irr.cc
............\cflow_irr_discrete.cc
............\cflow_irr_test_unique.cc
............\cflow_pv.cc
............\cflow_pv_discrete.cc
............\cum_normal.cc
............\cum_normal_bivariate.cc
............\currency_opt_bin_call.cc
............\currency_opt_bin_put.cc
............\currency_opt_euro_call.cc
............\currency_opt_euro_put.cc
............\exotics_asian_price_call.cc
............\exotics_lookback_call.cc
............\exotics_lookback_put.cc
............\findiff_exp_am_call.cc
............\findiff_exp_am_put.cc
............\findiff_exp_eur_call.cc
............\findiff_exp_eur_put.cc
............\findiff_imp_am_call.cc
............\findiff_imp_am_put.cc
............\findiff_imp_eur_call.cc
............\findiff_imp_eur_put.cc
............\fin_recipes.h
............\futures_opt_call_bin.cc
............\futures_opt_call_black.cc
............\futures_opt_put_bin.cc
............\futures_opt_put_black.cc
............\futures_price.cc
............\makefile
............\merton_jump_diff_call.cc
............\normdist.cc
............\normdist.h
............\option_price_american_perpetual_call.cc
............\option_price_american_perpetual_put.cc
............\payoff_average.cc
............\payoff_binary_options.cc
............\payoff_black_scholes_case.cc
............\payoff_lookback.cc
............\random_normal.cc
............\random_uniform.cc
............\rendleman_bartter_build_interest_rate_tree.cc