文件名称:FINANCIAL-NUMERICAL-RECIPES-IN-CPP

  • 所属分类:
  • 数值算法/人工智能
  • 资源属性:
  • [C/C++] [源码]
  • 上传时间:
  • 2012-11-26
  • 文件大小:
  • 219kb
  • 下载次数:
  • 1次
  • 提 供 者:
  • BAHB*****
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SUPPORTING CODES FOR Financial Numerical Recipes in C++ BY BERNT ODEGARD
(系统自动生成,下载前可以参看下载内容)

下载文件列表

FINANCIAL NUMERICAL RECIPES IN C++\all_cc_progs\all_cc_progs.zip

..................................\............\anal_price_am_call_div.cc

..................................\............\approx_am_call.cc

..................................\............\approx_am_put.cc

..................................\............\approx_am_put_bjerksund_stensland.cc

..................................\............\approx_am_put_geske_johnson.cc

..................................\............\approx_am_put_johnson.cc

..................................\............\bermudan_call_option.cc

..................................\............\bermudan_put_option.cc

..................................\............\binomial_generic.cc

..................................\............\binomial_generic_delta.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.c

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