Thanks, man.

<t>Dear all,I am having a headache in choosing the following classes, can any experienced quants especially in trading floor tell me which one is useful, which one is not? Linear ProgrammingDynamic ProgrammingCorporate Financial EngineeringForecasting and Time Series AnalysisBayesian Decision Analys...

<t>Thanks. This is a great link. I installed the stl in both vc2005 and vc2008. Both of them easily let the compiling and build processes passed with no errors, but when it ran the executed file, always failed with the message : "This application has failed to start because libgsl_d.dll was not foun...

any briefing about pros and cons on vc6.0 vc2005 vc2008 regarding quant jobs?

FFT is much faster than directly implementing convolution. Never heard that people do convolution without using FFT. FFT in matlab is super-easy as only one command, should not be complex in GSL. Good luck.

<t>I am looking for a easy plug-in package for doing numerical computation in VC6.0. Any good recommendations on that? So far as I know: 1 . quantlib is premature and has inadequate tech documents to read, also being more focusing on finance-specific functions.2 . GSL is good for unix/linux nor vc++...