Numerical methods

by Nikolai V. Shokhirev

ABC Tutorials
Up: ABC Quantitative analysis

(In progress . . . )

Downloads

Links

• Libraries
•  C++ programs for Finance http://finance.bi.no/~bernt/gcc_prog/
•  
• Tutorials
  •  Financial Numerical Recipes in C ++ http://finance.bi.no/~bernt/gcc_prog/recipes/recipes/
  •  

• Lecture Notes Online: Microeconomics, Mathematics, Macroeconomics, Econometrics, Software Tutorials

• Numerical Methods for American Options, http://www.math.umn.edu/~bemis/finance/Amer_PIDE.pdf
• Qunt Code, http://www.quantcode.com/
•  

ABC Tutorials
Up: ABC Quantitative analysis
 

ABC Tutorials | Data Processing | Indirect Measurements | NMR Tutorials

Home | Resumé |  Shokhirev.com |  Computing |  Links |  Publications

ŠNikolai V. Shokhirev, 2001-2009