Basic Algorithms

  • Carlos Oliveira


To become a proficient software developer, it is essential that you understand the basic algorithms used in your application area. This is especially applicable to financial derivatives, where some basic problems and algorithms are recurring. In this chapter, I examine some common algorithms encountered in C++ applications for analyzing and processing options and derivatives.


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Copyright information

© Carlos Oliveira 2016

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.Monmouth JunctionUSA

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