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.