In finance, there are areas where formulas tend to get involved. Sometimes it
may be easier to follow an exact computer routine. I have made some C++
subroutines that implements common algoritms in finance. Typical examples are
option/derivatives pricing, term structure calculations, mean variance analysis.
These routines are presented together with a good deal of explanations and
examples of use, but it is by no means a complete "book" with all the answers
and explanations. I'm planning to turn it into a book, but even in its
incomplete state is should provide a good deal of useful examples and algorithms
for people working within the field of finance. The manuscript and codes will be
added to as I get time. All the code should conform to the current ANSI C++
standard.