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secant
- 割线法用来求根,很好用的一个求解程序,数值方法-Secant method used for the root, a useful solution program, the numerical method
hw6
- 原理:通过牛顿割线计算隐含分布率。 应用:计算facebook在欧洲的看涨期权和看跌期权。- C++ program to calculate the implied volatility using Newton-Ralphson (secant) * method for European Call and put Options for face book.
Riccati
- 自己编的闻邦椿书上的Riccati求转子临界转速,转子为单跨双转盘。有去除奇点,提取振型,收敛迭代为弦截法。有各向异性求取临界转速部分,不过结果可能不准确。-Riccati Wen Bangchun own series of books on demand critical speed rotor, the rotor is a single span double turntable. There are singular point removal, extraction modes, t