Read Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA

Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA

Dessislava A Pachamanova

4.9/5 (29520 ratings)

Description: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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA. To get started finding Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: —

Format: PDF, EPUB & Kindle Edition

Publisher: Wiley

Release: 2010

ISBN: 1118367537

Description: 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA. To get started finding Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA

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