A detailed look at developing real-world financial models using C++
This book, designed for self-study, reference, and classroom use, outlines a
comprehensive approach to creating both simple and advanced financial models
using C++. Author and modeling expert Chandan Sengupta covers programming, the
C++ language, and financial modeling from the ground up-assuming no prior
knowledge in these areas-and shows through numerous examples how to combine
these skills with financial theory and mathematics to develop practical
financial models. Since C++ is the computer language used most often to develop
large-scale financial models and systems, readers will find this work-which
includes a CD-ROM containing the models and codes from the book-an