// Calculate the Black Scholes European put option Theta double BS_Put_Option_Theta(double S, double K, double r, double v, double T) // Parame
Continue ReadingC++: Sample Covariance
double sample_covariance(double A[], double B[], int length) // Function calculates the sample covariance the array A and array B, whose lengths
Continue ReadingC++: Calculate Geometric Mean
void Geometric_Mean_Array(double & mean_normal, const double * a, const int n) //Function that calculates the geometric mean (geometric avera
Continue ReadingC++: Create a File
In this task, the job is to create a new empty file called "output.txt" of size 0 bytes and an empty directory called "docs". This should be done twic
Continue ReadingC++: Random Number Generator
Rule 30 is considered to be chaotic enough to generate good pseudo-random numbers. As a matter of fact, rule 30 is used by the Mathematica software fo
Continue ReadingC++: Black Scholes Put Option Vega
// Calculate the Black Scholes European put option Vega double BS_Put_Option_Vega(double S, double K, double r, double v, double T) // Parameter
Continue ReadingC++: Apply a Callback to an Array
In this task, the goal is to take a combined set of elements and apply a function to each element. C-style Array: #include <iostream> //
Continue ReadingC++: Higher-Order Functions
Pass a function as an argument to another function. Function Pointer Works with: g++ version 3.4.2 (mingw-special) C++ can pass function pointers i
Continue ReadingC++: Look-and-Say Sequence
The Look and say sequence is a recursively defined sequence of numbers studied most notably by John Conway. Sequence Definition Take a decimal
Continue ReadingC++: Hamming Numbers
Hamming numbers are numbers of the form . Hamming numbers are also known as ugly numbers and also 5-smooth numbers (numbers whose prime div
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