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PureBytes Links
Trading Reference Links
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(cc-ing to Omega list)
John Corrion wrote:
>I can't open the link to the pdf either.
Alternate: http://lib-www.lanl.gov/numerical/bookcpdf.html
Scroll down to the Fast Fourier Transform chapter and click on
wavelets.
I have the hard-copy version of this book (Numerical Recipes in
C). It's one of the more valuable technical resources I have ever
bought. I was happy to see that it's now offered for free, online.
Somebody also created a site called "Financial
Numerical Recipes" which I have also found useful:
http://finance.bi.no/~bernt/gcc_prog/
It has extensive code on option pricing, different formulas for
options on futures versus stocks, plus a lot of other stuff.
-Alex
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