Can you help me with my codes? I am having an error LNK2005. I am computing the option price for put and call using BS

tarantula

New Member
I am trying to generate random gaussian numbers. Can you show me an example where ran1.h and gasdev is used?
 

Daniel Duffy

C++ author, trainer
Thanks. What book do you suggest to buy for modeling derivatives with C++?
You're welcome.
Unfortunately, that's not the way it works. It's like learning a black belt technique without ever having been on the judo mat (or just watching judo on u tube) and don''t know what a break fall is.

I advise studying books by Bruce Eckel.

Or better still, take the QN C++ course.

C++ Programming for Financial Engineering


Why do you want to do it in C++? Why not Python? C++ is not easy if you are not able to devote as lot of time to it.
 
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Daniel Duffy

C++ author, trainer
Ok, I may register for the Financial Engineering course.
IMO this would be an extremely worthwhile investment. After 16 week you will be reaching brown belt level. Helpful TAs as well!

edit: I am glad that you did not get angry with my comments ; they were meant to be helpful :)
 
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