Building financial derivatives applications with C++ / by Robert Brooks.
نوع المادة : نصالناشر:Westport, Conn. : Quorum Books, 2000وصف:xiii, 215 pages : illustrations ; 25 cmنوع المحتوى:- text
- unmediated
- volume
- 156720287X (hbk)
- HG6024.A3 B76 2000
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG6024.A3 B76 2000 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010011069993 | ||
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG6024.A3 B76 2000 (إستعراض الرف(يفتح أدناه)) | C.2 | المتاح | 30010011069992 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HG6024.A3 B396 2004 Financial derivatives : pricing, applications, and mathematics / | HG6024.A3 B396 2004 Financial derivatives : pricing, applications, and mathematics / | HG6024.A3 B567 2004 Arbitrage theory in continuous time / | HG6024.A3 B76 2000 Building financial derivatives applications with C++ / | HG6024.A3 B76 2000 Building financial derivatives applications with C++ / | HG6024.A3 C345 2003 Convertible arbitrage : insights and techniques for successful hedging / | HG6024.A3 C345 2003 Convertible arbitrage : insights and techniques for successful hedging / |
Includes bibliographical references (pages [209]-211) and index.
The Case for C++ -- Derivative Technology and Applications -- Overview of C++ -- Brief Overview of Borland C++Builder -- Hello World Program: Windows Graphical User Interface (GUI) -- File Types -- Introduction to C++ -- Basic Features of C++ -- Object-Oriented Programming -- Bond Pricing Program: Console Application -- User Inputs in C++Builder -- Bond Pricing Program Without Error Trapping -- Bond Pricing Program With Error Trapping -- Derivatives Valuation -- Review of Valuation Issues -- Approaches to Valuation -- Market Comparables Approach (MCA) -- Cash Flow Adjusted Approach (CFAA) -- Discount Factor Adjusted Approach (DFAA) -- Selecting the Best Approach to Valuation -- Tools of the Trade -- Secant Method -- Fitting the Term Structure of Interest Rates -- Monte Carlo Simulation -- Lattice Procedures -- C++Builder Form for Yield to Maturity -- Valuing Forward Contracts and Interest Rate Swaps -- Valuing Forward Contracts -- Valuing Futures Contracts -- Valuing Interest Rate Swaps -- C++Builder Form for Valuing Forward Contracts -- Valuing Stock Options -- Black-Scholes Option Pricing Model and DLLs -- Implied Volatility -- American-Style Option Valuation with the Binomial Lattice -- Building Interest Rate Trees -- Interest Rate Modeling -- Equilibrium Swap Rates -- Caps and Floors Based on the Black, Derman, and Toy Model in C++ -- Forward Rates from Par Bond Yields -- State Contingent Claim Values -- Mortgage-Backed Securities and Monte Carlo Simulation -- Mortgage-Backed Securities and Prepayment Models.