Simulation and optimization in finance: modeling with matlab, @risk, or vba
Auteur :
Pachamanova, Dessislava
Éditeur :
Pachamanova, DessislavaFabozzi, Frank J.,
ISBN :
9780470371893
Date de publication :
22 oct. 2010
Dimensions :
23,6 x 17,0 x 4,6 cm
Poids :
1176 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
An introduction to the theory and practice of financial simulation and optimization <p>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.