Murach's ASP.NET 3.5 Web Programming with C# 2008 by Anne Boehm

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By Anne Boehm

This publication is for C# builders who are looking to find out how to enhance specialist internet functions with Microsofts ASP.NET 3.5. the 1st four chapters current a quick-start direction that works either for newbies and for skilled internet builders who're new to ASP.NET. Then, the following 4 sections current: the abilities you would like for any enterprise program, the abilities you would like for database functions, the talents you wish for e-commerce purposes, and the abilities you would like for constructing code that may be reused in different internet functions. alongside the best way, youll know about .NET 3.5 improvements that streamline net improvement, just like the ListView and DataPager controls, LINQ, and AJAX.

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Murach's ASP.NET 3.5 Web Programming with C# 2008

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5. Of course you’re going to live much longer! And I wish you good health! The dimensions of this problem have been chosen to make it fit nicely on a page. 23 Basic Financial Calculations There are several ways to solve this problem. The first involves Excel’s Solver. 6 Clicking on the Solver makes a dialog box appear. In the following illustration we’ve filled it in. 6. If the Solver does not appear on the Tools menu, then you have to load it. Go Tools|Add-Ins and click Solver Add-In on the list of programs.

The net present value (NPV) is the applicable concept here. Denoting by r the discount rate applicable to the investment, the NPV is calculated as follows: N CFt ( 1 + r )t t =1 NPV = CF0 + ∑ where CFt is the investment’s cash flow at time t and CF0 is today’s cash flow. Suppose, for example, that the series of five cash flows of $100 is sold for $250. 08. 08 <-- =B5+NPV(B2,B6:B10) The NPV represents the wealth increment that accrues to the purchaser of the cash flows. 08 in wealth today. In a competitive market the NPV of a series of cash flows ought to be zero: Since the present value should correspond to the market price of the cash flows, the NPV should be zero.

I also want to thank my editors, who again have been a great help: Nancy Lombardi, Peter Reinhart, Victoria Richardson, and Terry Vaughn. As always I welcome suggestions and comments. il Preface to the First Edition Like its predecessor Numerical Techniques in Finance, this book presents some important financial models and shows how they can be solved numerically and/or simulated using Excel. In this sense this is a finance “cookbook”; like any cookbook, it gives recipes with a list of ingredients and instructions for making and baking.

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