Financial modeling using C++ /

Sengupta, Chandan, 1946-

Financial modeling using C++ / Chandan Sengupta. - Hoboken : J. Wiley & Sons, c.2007. - ix, 565 p. : ill. ; 24 cm. + CD-ROM (4 3/4 in.) - Wiley finance series .

Includes index.

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.

9780471789086


Finance--Mathematical models.
C++ (Computer program language)





332.02855362 / SEN