عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470371893 (hardback)
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
Dessislava A. Pachamanova, Frank J. Fabozzi
Title Proper
Simulation and optimization in finance
.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
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
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 to
OTHER VARIANT TITLES
Variant Title
modeling with MATLAB, @Risk, or VBA
TOPICAL NAME USED AS SUBJECT
Entry Element
Finance, Mathematical models, Computer programs
OTHER CLASS NUMBERS
Class number
332
.
028553
,
P116s
2010
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
Relator Code
Pachamanova, Dessislava A.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Entry Element
Pachamanova, Dessislava A.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
Fabozzi, Frank J.
