Simulation And Optimization In Finance by Dessislava A. Pachamanova, Frank J. Fabozzi

Full Title: Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA
Author/Editor(s): Dessislava A Pachamanova; Frank J Fabozzi
ISBN: 0470371897, 9780470371893
Publisher: Wiley
Published Place: Hoboken, N.J.
Published/Copyright Year: 2010
Language: English
Physical Description: Illustrations included, 24 cm
LCCN: 2010027038
Series: The Frank J. Fabozzi Series
Number of pages: 766 (xvii, 766 pages)
Categories:
Finance > Mathematical Models > Computer Programs


Content:
"An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty. This accessible guide provides an introduction to the simulation and optimization techniques most widely used in finance, while at the same time offering background on the financial concepts in these applications. In addition, it clarifies difficult concepts in traditional models of uncertainty in finance, and teaches you how to build models with software. It does this by reviewing current simulation and optimization methodology-along with available software-and proceeds with portfolio risk management, modeling of random processes, pricing of financial derivatives, and real options applications. Contains a unique combination of finance theory and rigorous mathematical modeling emphasizing a hands-on approach through implementation with software. Highlights not only classical applications, but also more recent developments, such as pricing of mortgage-backed securities. Includes models and code in both spreadsheet-based software (@RISK, Solver, Evolver, VBA) and mathematical modeling software (MATLAB). Filled with in-depth insights and practical advice, Simulation and Optimization Modeling in Finance offers essential guidance on some of the most important topics in financial management."

Provided by publisher.

Notes:
Includes bibliographical references and index.

Electronic Resources:
Cover image
http://catalogimages.wiley.com/images/db/jimages/9780470371893.jpg

ISBNPlus ID: LOC.V39.329399-1-2855181
Other ID: GBB072690(NBN);642285196(OCLC)
Nature: Bibliographies
Form: Nonfiction
LC Call No: HG106 .P33 2010
Dewey Decimal: 332.0285/53
Released Date: 20110601

Download BiBTeX of this book (.bib)
@book{isbnplus9780470371893,
 title={Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA},
 author={Dessislava A Pachamanova and Frank J Fabozzi},
 isbn={9780470371893},
 lccn={2010027038},
 series={The Frank J. Fabozzi Series},
 url={http://isbnplus.org/9780470371893},
 year={2010},
 publisher={Wiley},
 address={Hoboken, N.J.}
}
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Download EndNote of this book (.enw)
%0 Book
%T Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA
%A Dessislava A Pachamanova
%A Frank J Fabozzi
%@ 9780470371893
%U http://isbnplus.org/9780470371893
%D 2010
%I Wiley
%C Hoboken, N.J.
Download 9780470371893.enw
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TY  - BOOK
T1  - Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA
A1  - Dessislava A Pachamanova
A1  - Frank J Fabozzi
SN  - 9780470371893
T3  - The Frank J. Fabozzi Series
UR  - http://isbnplus.org/9780470371893
Y1  - 2010
PB  - Wiley
CY  - Hoboken, N.J.
ER  - 
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APA Style:
Pachamanova, D.A. & Fabozzi, F.J. (2010). Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA. Hoboken, N.J.: Wiley.

MLA Style:
Pachamanova, Dessislava A, and Frank J Fabozzi. Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA. Hoboken, N.J.: Wiley, 2010. Print.

Chicago Style:
Pachamanova, Dessislava A, and Frank J Fabozzi. Simulation And Optimization In Finance: Modeling With MATLAB, @Risk, Or VBA. Hoboken, N.J.: Wiley, 2010.