// 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++: 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++: Multifactorial
The factorial of a number, written as n! is defined as n! = n(n − 1)(n − 2)...(2)(1) A generalization of this is the multifactorials where:
Continue ReadingC++: Simple Moving Average
Computing the simple moving average of a series of numbers. The task is to: Create a stateful function/class/instance that takes a period and
Continue ReadingC++: GUI Component Interaction
Almost every application needs to communicate with the user in some way. Therefore, a substantial part of the code deals with the interaction of progr
Continue ReadingC++: Hofstadter-Conway $10,000 Sequence
The definition of the sequence is colloquially described as: Starting with the list [1,1], Take the last number in the list so far: 1, I'll ca
Continue ReadingC++: Root Mean Square
Compute the Root mean square of the numbers 1..10. The root mean square is also known by its initial RMS (or rms), and as the quadratic mean. Th
Continue ReadingC++: Matrix Exponentiation Operator
Most programming languages have a built-in implementation of exponentiation for integers and reals only. Demonstrate how to implement matrix expone
Continue ReadingC++: Forward Difference
Provide code that produces a list of numbers which is the n-th order forward difference, given a non-negative integer (specifying the order) and a lis
Continue ReadingC++: Balanced Ternary
Balanced ternary is a way of representing numbers. Unlike the prevailing binary representation, a balanced ternary integer is in base 3, and each digi
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