Solving equations is one of the building blocks of many engineering and scientific algorithms. A typical example is the calculations needed for options and derivatives pricing, using the Black-Scholes model. As financial algorithms become more sophisticated, there is a great need to calculate the results of equations in general. These results are frequently used in the analysis of investments and in new trading strategies. It is important not only to be able to solve equations but also to calculate the roots of such equations in an efficient way.
In this chapter, ...
