Simulation and Optimization in Finance + Web Site: Modeling with MATLAB, @Risk, or VBA
Dessislava Pachamanova, Babson College;
Frank J. Fabozzi, Yale School of Management
John Wiley & Sons, Inc., 2010
ISBN: 978-0-470-37189-3;
Language: English
Written for students and practitioners, this book provides a comprehensive introduction to the simulation and optimization techniques most widely used in finance, while offering fundamental background information on the financial concepts surrounding these techniques. The text provides a combination of finance theory and mathematical modeling, emphasizing a hands-on approach.
Numerous examples using MATLAB are included. In addition, a supplemental set of MATLAB code files is available for download (password required).
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)