عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
شابک
شابک
9780470371893 (hardback)
زبان اثر
زبان متن نوشتاري يا گفتاري و مانند آن
لاتين
عنوان و نام پديدآور
نام نخستين پديدآور
Dessislava A. Pachamanova, Frank J. Fabozzi
عنوان اصلي
Simulation and optimization in finance
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Hoboken, N.J.
نام ناشر، پخش کننده و غيره
Wiley,
تاریخ نشرو بخش و غیره
c2010
مشخصات ظاهری
نام خاص و کميت اثر
xvii, 766 p.
فروست
عنوان فروست
The Frank J. Fabozzi series
یادداشتهای مربوط به بسته بندی و دسترس بودن اثر
متن يادداشت
مرجع به حساب نمي آيد
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index.
یادداشتهای مربوط به مندرجات
متن يادداشت
"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
عنوانهای گونه گون دیگر
عنوان گونه گون
modeling with MATLAB, @Risk, or VBA
موضوع (اسم عام یاعبارت اسمی عام)
عنصر شناسه ای
Finance, Mathematical models, Computer programs
سایر رده بندی ها
شماره رده
332
.
028553
,
P116s
2010
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )
عنصر شناسه اي
مولف
کد نقش
Pachamanova, Dessislava A.
نام شخص - (مسئولیت معنوی برابر )
عنصر شناسه اي
Pachamanova, Dessislava A.
نام شخص - ( مسئولیت معنوی درجه دوم )
عنصر شناسه اي
Fabozzi, Frank J.
