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عنوان
Simulation and optimization in finance

پدید آورنده
/ Dessislava A. Pachamanova, Frank J. Fabozzi

موضوع
Finance, Mathematical models, Computer programs

رده
332
.
028553
P116s
2010

کتابخانه
Library and knowledge management of the management schools of Tehran University

محل استقرار
استان: Tehran ـ شهر: Tehran

Library and knowledge management of the management schools of Tehran University

تماس با کتابخانه : 88028258

INTERNATIONAL STANDARD BOOK NUMBER

Qualification
(hardback)
(Number (ISBN
9780470371893

NATIONAL BIBLIOGRAPHY NUMBER

Country Code
IR
Number
13729

LANGUAGE OF THE ITEM

.Language of Text, Soundtrack etc
انگلیسی

COUNTRY OF PUBLICATION OR PRODUCTlON

Country of publication
IR

TITLE AND STATEMENT OF RESPONSIBILITY

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

.PUBLICATION, DISTRIBUTION, ETC

Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
: Wiley,
Date of Publication, Distribution, etc.
, c2010.

PHYSICAL DESCRIPTION

Specific Material Designation and Extent of Item
xvii, 766 p.

SERIES

Series Title
(The Frank J. Fabozzi series)

GENERAL NOTES

Text of Note
Language: انگلیسی

NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.

Text of Note
Print

INTERNAL BIBLIOGRAPHIES/INDEXES NOTE

Text of Note
Includes bibliographical references and index.

CONTENTS NOTE

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.

SERIES

Title
Frank J. Fabozzi series

TOPICAL NAME USED AS SUBJECT

Finance, Mathematical models, Computer programs

DEWEY DECIMAL CLASSIFICATION

Number
332
.
028553
P116s
2010

PERSONAL NAME - PRIMARY RESPONSIBILITY

Pachamanova, Dessislava A.

PERSONAL NAME - SECONDARY RESPONSIBILITY

Fabozzi, Frank J

ORIGINATING SOURCE

Country
ایران
Agency
University of Tehran. Library of School of Management

LOCATION AND CALL NUMBER

Call Number
332 .028553, P116s 2010

old catalog

p

BL
1

a
Y

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