possible solutions

This forum is to discuss the book "C++ design patterns and derivatives pricing."

possible solutions

Postby izmir149 » Tue Dec 27, 2016 9:05 am


Back in the days I was trying to teach me c++ for quantitative finance/financial engineering, I eventually come up with some sort of answer to exercises offered in both books.

If you find this useful, you may find them under address https://github.com/calvin456/intro_derivative_pricing.git

Warm regards
Posts: 1
Joined: Tue Jan 20, 2015 10:56 am

Re: possible solutions

Postby Aziz L. » Fri Nov 24, 2017 6:56 am

Hi izmir149,
I am also going through this book and trying to do some of the problems. Could you upload the source codes for <BarrierOption.h> and <PathDependentDiscreteKnockOut.h>. That would be very helpful thank you.
Thank you,
Aziz L.
Posts: 1
Joined: Sat Nov 11, 2017 9:58 pm

Return to C++ design patterns and derivatives pricing

Who is online

Users browsing this forum: No registered users and 1 guest