This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan

Wednesday, February 16, 2005

Financial Numerical Recipes in C++

Bernt Arne Ødegaard rules! He's writing a book on Financial Algorithms and keeps it free for download.


John Hull wrote book Options, Futures, and Other Derivatives (5th ed), which seems to be a common reference in its field, but he doesn't offer it for free, unfortunately.

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