Quantitative Finance Collector is a blog on Quantitative finance analysis, methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management.
Dec
8
A large list of C/C++ Sources for Numerical Computation, as its' website introduces:
This is a collection of pointers to:
* free source code available on the net,
* books which come with source code, and hence act as low-cost libraries,
* articles and documents, especially those available over the net.
Check it out if you happen to find it useful: http://cliodhna.cop.uop.edu/~hetrick/c-sources.html
This is a collection of pointers to:
* free source code available on the net,
* books which come with source code, and hence act as low-cost libraries,
* articles and documents, especially those available over the net.
Check it out if you happen to find it useful: http://cliodhna.cop.uop.edu/~hetrick/c-sources.html
