Cargando…
Simulation and Optimization in Finance + Website : Modeling with MATLAB, @Risk, or VBA.
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 budget...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons,
2010.
|
| Colección: | Frank J. Fabozzi series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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 mod. |
|---|---|
| Descripción Física: | 1 online resource (787 pages) |
| ISBN: | 9780470882108 0470882107 9780470882122 0470882123 |