hi all!

I had found some useful webpage where has ton's of C++ souce related to
finance..http://finance.bi.no/~bernt/gcc_prog/ (it is GNU site)

i did not review deeply that source but. it's like that covered much part of
wilmott's book

because my mid plan was building application program(by C++, VB) covering
almost all part of wilmott's book for study, it seems to me that the site
make my efforts to be shabby -_-;

1. is there any one who use finance recipy in C++ like that site, if so may I
ask some comment's about it?

2. one question to senior memeber or quilified proffesional quants :
which is better between building every souce which was need for his work
and downloading or copying from someone and give his time only to analyse
problem

Hi!

1) the paper is fine, but i recommend you Haug´s book. It has all algorithms and formulas and its very practical.
2) eeehhhh???

Option Pricing Formulas
Espen Haug

Hi MAGI,
ton´s code is an nice source; the ideas are mainly
taken from Hull. But you shouldn´t overrate it, since
it´s not representing the "state of the art".

Keanu

thank's for comment

but I aleady had that book, It was really help to me

actually when I making financial application (for study)

uses many source from that book

but huag's book has many how's but didn't have why's,

so if i am not following related paper i would not understand of

some kind of exotic option though i had build code about it

>huag's book

who is that? a chinese guy

>as many how's but didn't have why's,

thats why we also will need Paul W on Quantitative Finance and others.

Haug is a norwegian guy. (Espen Gaarder Haug)

His book: The Complete Guide to Option Pricing Formulas

Bjorn

I even heard that he sometimes use a pseudonym starting with the letter C...