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[CSharp] Finance.Using.C.and.C.Sharp DL : 0: Computational Finance Using C and C# 使用 C 和 C# 計算財務 -Computational Finance Using C and C# “Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pricing. As such, it is set to become a classic amongst serious quants.” – Professor Carol Alexander, Chair of Risk Management and Director of Research, ICMA Centre, Business School, The University of Reading, UK George Levy’s first book, Computational Finance, was chosen as a Top Ten Financial Engineering title for 2003-04 by Financial Engineering News Think of Baxter and Rennie, add the pricing models from Wilmott and, to illustrate each model, Levy’s own Numerical Recipes in C and C#. Levy’s book is written in precise mathematical language, covering all types of derivative products and illustrating the state-of-the-art resolution methods for pr
Date : 2026-01-10 Size : 1.61mb User : 許一
[CSharp] Powell DL : 0: 鲍威尔方法是鲍威尔于1964年提出的，以后又经过他本人的改进。该方法是一种有效的共轭梯度方向法，它可以在有限步内找到二次函数的极小点。对于非二次函数只要具有连续的二阶导数，用这种方法也是有效的。-Powell method is proposed in 1964, and later through his own improvements. This method is an effective method of conjugate gradient direction, it can find the minimum point of a quadratic function in finite steps. For as long as a non-quadratic function has a continuous second derivative, with this method is also effective.
Date : 2026-01-10 Size : 1kb User : cheng
[CSharp] tidu DL : 0: 共轭梯度法（Conjugate Gradient）是介于最速下降法与牛顿法之间的一个方法，它仅需利用一阶导数信息，但克服了最速下降法收敛慢的缺点，又避免了牛顿法需要存储和计算Hesse矩阵并求逆的缺点，共轭梯度法不仅是解决大型线性方程组最有用的方法之一，也是解大型非线性最优化最有效的算法之一。-Conjugate Gradient Method (Conjugate Gradient) is between the steepest descent method between a law and Newton' s method, it is only the first order derivative information, but the steepest descent method overcomes the shortcomings of slow convergence and avoid the need to store the Newton law Hesse and cons of computing the inverse matrix and the conjugate gradient method is not only one of the most useful methods to solve large linear equations, but also large-scale nonlinear optimization solution of one of the most effective algorithm.
Date : 2026-01-10 Size : 1kb User : cheng
[CSharp] FamilyTree DL : 0: 多项式的应用对多项式的生成显示进行加减乘运算和求值求导-Polynomials- generating polynomial multiplication and subtraction display uated derivative
Date : 2026-01-10 Size : 6.78mb User : 黄广杰
[CSharp] PID控制算法的C语言实现(完整版) DL : 0: 在工业应用中PID及其衍生算法是应用最广泛的算法之一，是当之无愧的万能算法，如果能够熟练掌握PID算法的设计与实现过程，对于一般的研发人员来讲，应该是足够应对一般研发问题了，而难能可贵的是，在我所接触的控制算法当中，PID控制算法又是最简单，最能体现反馈思想的控制算法，可谓经典中的经典。经典的未必是复杂的，经典的东西常常是简单的，而且是最简单的，想想牛顿的力学三大定律吧，想想爱因斯坦的质能方程吧，何等的简单！简单的不是原始的，简单的也不是落后的，简单到了美的程度。(PID and its derivative algorithm is one of the most widely used algorithm in industrial applications, the universal algorithm is fully deserve to master, if the process of design and implementation of PID algorithm for general R & D personnel, should be sufficient to deal with the problem of general R & D, and to be valuable, I contacted the control algorithm among them, PID is the most simple control algorithm, control algorithm can best embody the feedback of thought, is the classic classic. Classics are not necessarily complicated. Classical things are often simple, and they are the simplest. Consider the three laws of Newton's mechanics. Think of Einstein's equations of mass and energy, how simple! Simple is not primitive, simple is not backward, simple to the extent of the United states.)
Date : 2026-01-10 Size : 83kb User : 绮里小媛