📄 heston pricing using finite difference method [visual c++ express, gsl].mht
字号:
From: <Saved by Windows Internet Explorer 7>
Subject: Heston pricing using finite difference method [Visual C++ express, GSL]
Date: Sat, 5 Apr 2008 19:55:19 -0700
MIME-Version: 1.0
Content-Type: multipart/related;
type="text/html";
boundary="----=_NextPart_000_0000_01C89756.F9AEE730"
X-MimeOLE: Produced By Microsoft MimeOLE V6.00.2900.3198
This is a multi-part message in MIME format.
------=_NextPart_000_0000_01C89756.F9AEE730
Content-Type: text/html;
charset="iso-8859-1"
Content-Transfer-Encoding: quoted-printable
Content-Location: http://www.quantcode.com/modules/mydownloads/singlefile.php?cid=10&lid=419
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" =
"http://www.w3c.org/TR/1999/REC-html401-19991224/loose.dtd">
<HTML lang=3Den xml:lang=3D"en" =
xmlns=3D"http://www.w3.org/1999/xhtml"><HEAD><TITLE>Heston pricing using =
finite difference method [Visual C++ express, GSL]</TITLE>
<META http-equiv=3Dcontent-type content=3D"text/html; =
charset=3DISO-8859-1">
<META http-equiv=3Dcontent-language content=3Den>
<META content=3Dindex,follow name=3Drobots>
<META=20
content=3D"quant jobs, quantitative finance jobs, quant analyst jobs, =
programmer"=20
name=3Dkeywords>
<META=20
content=3D"Quantitative Finance Job Listings and other resources for =
Quantitative Finance Job seekers"=20
name=3Ddescription>
<META content=3Dgeneral name=3Drating>
<META content=3DQUANTCODE name=3Dauthor>
<META content=3D"Copyright =A9 2006-2007" name=3Dcopyright>
<META content=3D"MSHTML 6.00.6000.16608" name=3DGENERATOR><LINK=20
href=3D"http://www.quantcode.com/favicon.ico" rel=3D"SHORTCUT =
ICON"><LINK=20
media=3Dscreen href=3D"http://www.quantcode.com/xoops.css" =
type=3Dtext/css=20
rel=3Dstylesheet><LINK media=3Dscreen=20
href=3D"http://www.quantcode.com/themes/x2t/style.css" type=3Dtext/css=20
rel=3Dstylesheet><!-- RMV: added module header -->
<SCRIPT type=3Dtext/javascript>
<!--
//--></SCRIPT>
<SCRIPT src=3D"http://www.quantcode.com/include/xoops.js"=20
type=3Dtext/javascript></SCRIPT>
<SCRIPT type=3Dtext/javascript><!--
//-->
</SCRIPT>
<SCRIPT src=3D"http://www.quantcode.com/include/ratingsys.js"=20
type=3Dtext/javascript></SCRIPT>
<LINK href=3D"http://www.quantcode.com/p7exp/p7exp.css" type=3Dtext/css=20
rel=3Dstylesheet>
<SCRIPT src=3D"http://www.quantcode.com/p7exp/p7exp.js"=20
type=3Dtext/javascript></SCRIPT>
<!--[if lte IE 7]>
<STYLE>#menuwrapper {
HEIGHT: 1%
}
#p7menubar UL A {
HEIGHT: 1%
}
A:active {
WIDTH: auto
}
</STYLE>
<![endif]--></HEAD>
<BODY onload=3DP7_ExpMenu()>
<SCRIPT =
src=3D"http://www.quantcode.com/modules/aChat/include/js/XHRConnection.js=
"=20
type=3Dtext/javascript></SCRIPT>
<SCRIPT type=3Dtext/javascript>
var XHR =3D new XHRConnection();
XHR.resetData();
XHR.sendAndLoad('http://www.quantcode.com/modules/rssc/bin/refresh.php?pa=
ss=3Dhe42blabla&limit=3D100' , 'GET', false);
</SCRIPT>
<TABLE cellSpacing=3D0 cellPadding=3D0 width=3D"100%" border=3D0>
<TBODY>
<TR>
<TD align=3Dmiddle width=3D"100%">
<H1>QuantCode</H1><B>Directory of Quantitative Finance Software =
and other=20
resources for Quantitative Finance Professionals</B> </TD>
<TD align=3Dmiddle width=3D"100%"> <A=20
href=3D"http://www.quantcode.com/"><IMG=20
=
src=3D"http://www.quantcode.com/themes/x2t/quantjobs.jpg"></IMG></A>=20
</TD></TR></TBODY></TABLE>
<DIV id=3Dmenuwrapper>
<UL id=3Dp7menubar>
<LI><A href=3D"http://www.quantcode.com/">Home</A> </LI>
<LI><A class=3Dtrigger =
href=3D"http://www.quantcode.com/modules/jobs/">Jobs</A>=20
<UL>
<LI><A href=3D"http://www.quantcode.com/modules/jobs/">Browse</A> =
</LI>
<LI><A=20
=
href=3D"http://quantfinjobs.jobamatic.com/a/jbb/find-jobs">QuantFinjobs.J=
obamatic</A>=20
</LI>
<LI><A href=3D"http://www.quantcode.com/modules/rssc/">View RSS =
Feeds</A>=20
</LI>
<LI><A =
href=3D"http://www.quantcode.com/modules/jobs/addresume.php?cid=3D7/">Add=
=20
resume</A> </LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/jobs/addlisting.php?cid=3D1">Sub=
mit</A>=20
</LI></UL></LI>
<LI><A class=3Dtrigger=20
href=3D"http://www.quantcode.com/modules/mydownloads/">Software</A>=20
<UL>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/mydownloads/browse.php">Browse</=
A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/mydownloads/topten.php?hit=3D1">=
Popular</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/mydownloads/topten.php?rate=3D1"=
>Top=20
Rated</A> </LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/mydownloads/submit.php">Submit</=
A>=20
</LI></UL></LI>
<LI><A class=3Dtrigger=20
href=3D"http://www.quantcode.com/modules/wflinks/">Papers</A>=20
<UL>
<LI><A href=3D"http://www.quantcode.com/modules/wflinks/">Browse</A> =
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/wflinks/topten.php?list=3Dhit">P=
opular</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/wflinks/topten.php?list=3Drate">=
Top=20
Rated</A> </LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/wflinks/submit.php?cid=3D0">Subm=
it</A>=20
</LI></UL></LI>
<LI><A class=3Dtrigger =
href=3D"http://www.quantcode.com/modules/newbb/">Forum</A>=20
<UL>
<LI><A href=3D"http://www.quantcode.com/modules/newbb/">Browse</A> =
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/newbb/viewforum.php?forum=3D1">B=
eginners</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/newbb/viewforum.php?forum=3D2">A=
dvanced</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/newbb/viewforum.php?forum=3D5">S=
oftware</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/newbb/newtopic.php?forum=3D1">Ne=
w=20
Topic</A> </LI></UL></LI>
<LI><A class=3Dtrigger =
href=3D"http://www.quantcode.com/modules/smartfaq/">FAQ</A>=20
<UL>
<LI><A =
href=3D"http://www.quantcode.com/modules/smartfaq/">Browse</A> </LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/smartfaq/category.php?categoryid=
=3D8">Quant=20
Finance</A> </LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/smartfaq/category.php?categoryid=
=3D4">Quantlib</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/smartfaq/submit.php?op=3Dadd">Su=
bmit</A>=20
</LI></UL></LI>
<LI><A class=3Dtrigger=20
href=3D"http://www.quantcode.com/modules/mylinks/">Links</A>=20
<UL>
<LI><A href=3D"http://www.quantcode.com/modules/mylinks/">Browse</A> =
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/mylinks/topten.php?hit=3D1">Popu=
lar</A>=20
</LI>
<LI><A =
href=3D"http://www.quantcode.com/modules/mylinks/topten.php?rate=3D1">Top=
=20
Rated</A> </LI>
<LI><A =
href=3D"http://www.quantcode.com/modules/mylinks/submit.php">Submit</A>=20
</LI></UL></LI>
<LI><A class=3Dtrigger=20
href=3D"http://www.quantcode.com/modules/catads/">Classifieds</A>=20
<UL>
<LI><A href=3D"http://www.quantcode.com/modules/catads/">Browse</A> =
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/catads/adslist.php?cat_id=3D4">S=
oftware</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/catads/adslist.php?cat_id=3D8">C=
onsultation</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/catads/adslist.php?cat_id=3D3">B=
ooks</A>=20
</LI>
<LI><A=20
=
href=3D"http://www.quantcode.com/modules/catads/submit1.php?cat_id=3D8">S=
ubmit</A>=20
</LI></UL></LI>
<LI><A class=3Dtrigger href=3D"http://www.quantcode.com/user.php">My =
Account</A>=20
⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -