Cantitate/Preț
Produs

Building Financial Derivatives Applications with C++

Autor Robert Brooks
en Limba Engleză Hardback – 29 mar 2000 – vârsta până la 17 ani
Radical developments in financial management, spurred by improvements in computer technology, have created demand for people who can use modern financial techniques combined with computer skills such as C++. Dr. Brooks gives readers the ability to express derivative solutions in an attractive, user-friendly format, and the ability to develop a permanent software package containing them. His book explains in detail how to write C++ source code and at the same time explains derivative valuation problems and methods. Entry level as well as experienced financial professionals have already found that the ability to understand and write C++ code has greatly enhanced their careers. This is an important hands-on training resource for practitioners and a clearly presented textbook for graduate-level students in business and finance.Dr. Brooks combines object-oriented C++ programming with modern derivatives technology and provides numerous examples to illustrate complex derivative applications. He covers C++ within the text and the Borland C++Builder program, on which the book is based, in extensive appendices. His book combines basic C++ coding with fundamental finance problems, illustrates traditional techniques for solving more complicated problems, and develops the reader's ability to express complex mathematical solutions in the object-oriented framework of C++. It also reviews derivative solutions techniques and illustrates them with C++ code, reviews general approaches to valuing interest rate contingent claims, and focuses on practical ways to implement them. The result is a book that trains readers simultaneously in the substance of its field, financial derivatives, and the programming of solutions to problems in it.
Citește tot Restrânge

Preț: 43767 lei

Preț vechi: 60413 lei
-28% Nou

Puncte Express: 657

Preț estimativ în valută:
8376 8701$ 6958£

Carte tipărită la comandă

Livrare economică 03-17 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9781567202878
ISBN-10: 156720287X
Pagini: 232
Dimensiuni: 156 x 235 x 18 mm
Greutate: 0.51 kg
Ediția:New.
Editura: Bloomsbury Publishing
Colecția Praeger
Locul publicării:New York, United States

Notă biografică

ROBERT BROOKS is the SouthTrust Professor of Financial Management at the University of Alabama, Tuscaloosaesident of Financial Risk Management, a consulting firm in Northport, Alabamad Senior Advisor to the investment banking firm of Porter White & Co. Dr. Brooks has consulted with elected municipal officials, auditing firms, corporations, and investment and commercial bankers on matters relating to the management of financial risk, the valuation of derivative securities, and the development of valuation software. He is the author of more than 45 articles.

Cuprins

PrefaceIntroductionIntroduction to C++Derivatives ValuationTools of the TradeValuing Forward Contracts and Interest Rate SwapsValuing Stock OptionsBuilding Interest Rate TreesMortgage-Backed Securities and Monte Carlo SimulationValue-At-Risk and SummaryBibliographyIndex