Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Simulation and optimization in finance [[electronic resource] ] : modeling with MATLAB, @Risk, or VBA / / Dessislava A. Pachamanova, Frank J. Fabozzi
| Simulation and optimization in finance [[electronic resource] ] : modeling with MATLAB, @Risk, or VBA / / Dessislava A. Pachamanova, Frank J. Fabozzi |
| Autore | Pachamanova Dessislava A |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (787 p.) |
| Disciplina | 332.0285/53 |
| Altri autori (Persone) | FabozziFrank J |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Finance - Mathematical models - Computer programs
Numerical analysis - Data processing |
| ISBN |
1-282-78284-3
9786612782848 1-118-26775-3 0-470-88210-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Simulation 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
Chapter 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 Part Five: Capital Budgeting DecisionsChapter 17: Capital Budgeting under Uncertainty; Chapter 18: Real Options; References; Index |
| Record Nr. | UNINA-9910785437303321 |
Pachamanova Dessislava A
|
||
| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Simulation and optimization in finance : modeling with MATLAB, @Risk, or VBA / / Dessislava A. Pachamanova, Frank J. Fabozzi
| Simulation and optimization in finance : modeling with MATLAB, @Risk, or VBA / / Dessislava A. Pachamanova, Frank J. Fabozzi |
| Autore | Pachamanova Dessislava A |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (787 p.) |
| Disciplina | 332.0285/53 |
| Altri autori (Persone) | FabozziFrank J |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Finance - Mathematical models - Computer programs
Numerical analysis - Data processing |
| ISBN |
1-282-78284-3
9786612782848 1-118-26775-3 0-470-88210-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Simulation 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
Chapter 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 Part Five: Capital Budgeting DecisionsChapter 17: Capital Budgeting under Uncertainty; Chapter 18: Real Options; References; Index |
| Record Nr. | UNINA-9910807705703321 |
|
Pachamanova Dessislava A
|
||
| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||