Financial Modeling Using C++ (Wiley Finance)

Chandan Sengupta

Softcover

ISBN 10: 0471789089 ISBN 13: 9780471789086

Publisher: John Wiley & Sons, 2007

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 essential asset in their current modeling endeavors. Chandan Sengupta (White Plains, NY) teaches finance in the MBA program at the Fordham University Graduate School of Business. He is also the author of Financial Modeling Using Excel and VBA (0-471-26768-6).

From the Back Cover:

Praise for Financial Modeling Using C++

"Financial Modeling Using C++ will have universal appeal foranyone interested in unlocking the power of the C++ language withinthe context of financial modeling. It is approachable for thosewith no skill in computer programming and provides excellentinsight into proper programming techniques. The language is taughtsimultaneously within the framework of mainstream financialmodeling tasks that are covered in detail and in steps that buildoff of each other. This book is a valuable introduction to both C++and financial modeling, and also provides robust example code thatcan instantly be used and built upon to complete advancedanalyses."
--Keith A. Allman, Principal, Enstruct Corp.

"Financial analysts and others seeking to move beyondspreadsheet modeling will find this book most useful. ProfessorSengupta begins at 'step zero' of C++ and takes the reader artfullythrough advanced programming concepts that are essential forbuilding large-scale financial models. This is a wonderful book forlearning to program in C++ and to have on hand as areference."
--John Charnes, Professor and Scupin Faculty Fellow, TheUniversity of Kansas School of Business, and author of FinancialModeling with Crystal Ball and Excel

Computerized financial models now form the backbone of mostpractical applications of finance, and C++ is the preeminentcomputer language for building powerful and complex financialmodels. This book starts by teaching both computer programming andthe C++ language assuming no prior knowledge of either. It thenwalks you through building increasingly complex real-life financialmodels using basic to advanced C++, including its Object-OrientedProgramming features. Chandan Sengupta's step-by-step approachmakes this book ideal for both self-study and classroom use. Inaddition, discussions of the key elements of the C++language--and the availability of the complete codes of all themodels in the book--make it a useful reference fordevelopers.

About the Author:

Chandan Sengupta teaches finance in the MBA program at the Fordham University Graduate School of Business, specializing in financial modeling, business valuation, corporate finance, and investment management. Formerly, he was vice president at the Chase Manhattan Bank for eight years and senior financial advisor for Mobil Corporation for ten years. He is also the author of Financial Modeling Using Excel and VBA and The Only Proven Road to Investment Success, both published by Wiley.