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100   $a20100624d2010      uy         0
101 0 $aeng
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181   $ctxt
182   $cc
183   $acr
200 10$aSimulation and optimization in finance $emodeling with MATLAB, @Risk, or VBA /$fDessislava A. Pachamanova, Frank J. Fabozzi
205   $a1st ed.
210   $aHoboken, NJ $cWiley$d2010
215   $a1 online resource (787 p.)
225 1 $aFrank J. Fabozzi series ;$v173
300   $aDescription based upon print version of record.
311   $a0-470-37189-7 
320   $aIncludes bibliographical references and index.
327   $aSimulation and Optimization in Finance + Web Site: Modeling with MATLAB, @RISK, or VBA; Contents; Preface; CENTRAL THEMES; SOFTWARE; TEACHING; COMPANION WEB SITE; NOTES; About the Authors; Acknowledgments; Chapter 1: Introduction; OPTIMIZATION; SIMULATION; OUTLINE OF TOPICS; Part One: Fundamental Concepts; Chapter 2: Important Finance Concepts; Chapter 3: Random Variables, Probability Distributions, and Important Statistical Concepts; Chapter 4: Simulation Modeling; Chapter 5: Optimization Modeling; Chapter 6: Optimization under Uncertainty; Part Two: Portfolio Optimization and Risk Measures
327   $aChapter 7: Asset Diversification and Efficient FrontiersChapter 8: Advances in the Theory of Portfolio Risk Measures; Chapter 9: Equity Portfolio Selection in Practice; Chapter 10: Fixed Income Portfolio Management in Practice; Part Three: Asset Pricing Models; Chapter 11: Factor Models; Chapter 12: Modeling Asset Price Dynamics; Part Four: Derivative Pricing and Use; Chapter 13: Introduction to Derivatives; Chapter 14: Pricing Derivatives by Simulation; Chapter 15: Structuring and Pricing Residential Mortgage-Backed Securities; Chapter 16: Using Derivatives in Portfolio Management
327   $aPart Five: Capital Budgeting DecisionsChapter 17: Capital Budgeting under Uncertainty; Chapter 18: Real Options; References; Index
330   $aAn introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty. This accessible guide provides an introduction to the simulation and optimization techniques most widely used in finance, while at the same time offering background on the financial concepts in these applications. In addition, it clarifies difficult concepts in tradi
410  0$aFrank J. Fabozzi series ;$v173.
606   $aFinance$xMathematical models$xComputer programs
606   $aNumerical analysis$xData processing
615  0$aFinance$xMathematical models$xComputer programs.
615  0$aNumerical analysis$xData processing.
676   $a332.0285/53
700   $aPachamanova$b Dessislava A$01607129
701   $aFabozzi$b Frank J$0109596
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910807705703321
996   $aSimulation and optimization in finance$93933263
997   $aUNINA