财经类数值算法(finacial numerical recipes),压缩包内有pdf文件和c++源码...

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

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
simulated_call_euro.cc
simulated_delta_call.cc
simulated_delta_put.cc
simulated_put_euro.cc
simulate_european_options_generic_routine.cc
simulate_european_options_generic_routine_antithetic_variate.cc
simulate_european_options_generic_routine_control_variate.cc
simulate_european_options_generic_routine_price_sequence.cc
simulate_european_options_generic_routine_price_sequence_control_variate.cc
simulate_lognormally_distributed_sequence.cc
simulate_lognormal_variable.cc
termstru_discfact_cir.cc
termstru_discfact_cubic_spline.cc
termstru_discfact_vasicek.cc
termstru_transforms.cc
termstru_yield_interpolated.cc
termstru_yield_nels_sie.cc
term_structure_class.cc
term_structure_class.h
term_structure_class_cir.cc
term_structure_class_cubic_spline.cc
term_structure_class_flat.cc
term_structure_class_flat.h
term_structure_class_interpolated.cc
term_structure_class_interpolated.h
term_structure_class_nelson_siegel.cc
term_structure_class_vasicek.cc
warrant_price_black_scholes.cc
warrant_price_black_scholes_dividends.cc
examples_cc
alternative_formulas_examples.cc
approximations_examples.cc
average_and_lookback_options_examples.cc
binomial_approximations_examples.cc
binomial_examples.cc
binomial_term_structure_models_examples.cc
black_scholes_examples.cc
black_scholes_extensions_examples.cc
bond_options_examples.cc
credit_risk_examples.cc
finite_differences_examples.cc
fin_recipes.h
forwards_futures_examples.cc
makefile
mean_variance_examples.cc
normal_distribution_examples.cc
present_value_examples.cc
run_all_examples.cc
simulation_examples.cc
term_structure_derivatives_examples.cc
term_structure_examples.cc
term_structure_model_examples.cc
test_analytical_geometric_average.cc
test_baw_approximation_call.cc
test_bermudan_option.cc
test_binomial_approximations_currency_options.cc
test_binomial_approximations_futures_options.cc
test_binomial_approximations_option_price_dividends.cc
test_binomial_approximations_option_price_partials.cc
test_binomial_approximations_option_pricing.cc
test_bin_eur_call_ud.cc
test_black_scholes_implied_volatility.cc
test_black_scholes_partials_call.cc
test_black_scholes_with_dividends.cc
test_bonds_duration_discrete.cc
test_bonds_price_discrete.cc
test_bond_option_gbm_pricing.cc
test_credit_risk.cc
test_cumulative_normal.cc
test_currency_option_european_call.cc
test_exotics_lookback.cc
test_explicit_finite_differences.cc
test_futures_option_price_black.cc
test_futures_price.cc
test_implicit_finite_differences.cc
test_mean_variance_calculations.cc
test_mean_variance_portfolio_calculation.cc
test_merton_jump_diff_call.cc
test_option_price_call_black_scholes.cc
test_option_price_perpetual_american_call.cc
test_present_value.cc
test_random_normal.cc
test_rendleman_bartter_zero_coupon_call.cc
test_rgw_price_am_call_div.cc
test_simulate_general_european.cc
test_simulation_binary_options.cc
test_simulation_bs_case_using_generic_routine.cc
test_simulation_bs_case_using_generic_routine_improving_efficiency.cc
test_simulation_pricing.cc
test_simulation_pricing_delta.cc
test_termstru_interpolated.cc
test_termstru_transforms.cc
test_term_structure_cir.cc
test_term_structure_class_bond_calculations.cc
test_term_structure_class_flat.cc
test_term_structure_class_interpolated.cc
test_term_structure_cubic_spline.cc
test_term_structure_nelson_siegel.cc
test_term_structure_vasicek.cc
test_vasicek_option_pricing.cc
test_warrant_price_adjusted_black_scholes.cc
use_matrix_library_examples.cc
warrant_examples.cc
readme.txt
recipes.pdf