1.

Record Nr.

UNINA9910138906403321

Autore

Sengupta Chandan

Titolo

Financial modeling using C++ (+ CD

Pubbl/distr/stampa

[Place of publication not identified], : J Wiley & Sons, 2007

ISBN

1-119-20199-3

0-470-16747-5

Disciplina

332.0285/5362

Soggetti

Finance - Mathematical models

C++ (Computer program language)

Finance

Business & Economics

Finance - General

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

Overview of programming and C++ -- A first look at C++ -- Variables, constants, and arrays -- Operators -- Inputs and outputs -- Program flow control: branching -- Program flow control : looping -- Functions -- Strings -- Pointers -- Debugging -- The model development process -- Time value of money -- Options and the Black-Scholes model -- Binomial trees -- Simulations -- Overview of advanced C++ -- Class and encapsulation -- Inheritance -- Polymorphism -- Templates and vectors.