Amazon
Douban, Simplified Chinese
Read and rewrite the code given in the book above as much as possible in modern C++ style. And, give the solution of questions given in the textbook as many as possible.
Ubuntu 20.04.1 g++ 9.3.0 If there is a Makefile in a certain directory, use it. Otherwise, I will give a direction on how to organize and compile the code in the README.txt file in its directory.
1:Monte Carlo Methods in Financial Engineering, Page 189.(Author: Paul Glasserman)
2::Monte Carlo Methods in Financial Engineering Chap. 4.1 Control Variates
3: https://en.wikipedia.org/wiki/Trinomial_tree
4: Options, Futures, and other derivatives(9th ed.)(authoer: John C.Hull) Page 467
5: https://github.com/cheerzzh/CPP-design-pattern-derivatives-pricing
6:... See README.txt at each directory. Bascially, you could run make on ubuntu to run files in each directory when a Makefile is given. However, sometimes, you need to type files manually if you could not find a Makefile here.