عنوان

Simulation and optimization in finance

Qualification

(hardback)

(Number (ISBN

9780470371893

Country Code

IR

Number

13729

.Language of Text, Soundtrack etc

انگلیسی

Country of publication

IR

Title Proper

Simulation and optimization in finance

General Material Designation

[Book]

Other Title Information

:modeling with MATLAB, @Risk, or VBA

First Statement of Responsibility

/ Dessislava A. Pachamanova, Frank J. Fabozzi

Place of Publication, Distribution, etc.

Hoboken, N.J.

Name of Publisher, Distributor, etc.

: Wiley,

Date of Publication, Distribution, etc.

, c2010.

Specific Material Designation and Extent of Item

xvii, 766 p.

Series Title

(The Frank J. Fabozzi series)

Text of Note

Language: انگلیسی

Text of Note

Print

Text of Note

Includes bibliographical references and index.

Text of Note

"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.

Title

Frank J. Fabozzi series

Finance, Mathematical models, Computer programs

Number

Pachamanova, Dessislava A.

Fabozzi, Frank J

Country

ایران

Agency

University of Tehran. Library of School of Management

Call Number

332 .028553, P116s 2010

old catalog

p

BL

1

a

Y