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Simulation and Optimization in Finance, Pachamanova Dessislava


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Автор: Pachamanova Dessislava
Название:  Simulation and Optimization in Finance
Перевод названия: Дессислава Пачаманова: Финансовое моделирование и оптимизация
ISBN: 9780470371893
Издательство: Wiley
Классификация:
ISBN-10: 0470371897
Обложка/Формат: Mixed media product
Страницы: 784
Вес: 1.12 кг.
Дата издания: 13.10.2010
Серия: Frank j. fabozzi series
Язык: English
Иллюстрации: Illustrations
Размер: 237 X 162 X 50
Читательская аудитория: Professional & vocational
Подзаголовок: Modeling with matlab, @risk, or vba
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: Modeling with MATLAB Risk or VBA. Offers readers a comprehensive overview of simulation and optimization techniques in finance, valuable to both financial practitioners and students alike.


Core principles and applications of Corporate Finance, global edition

Автор: Ross Stephen
Название: Core principles and applications of Corporate Finance, global edition
ISBN: 0071221166 ISBN-13(EAN): 9780071221160
Издательство: McGraw-Hill
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Цена: 8578.00 р.
Наличие на складе: Поставка под заказ.

Описание: Conveys important corporate finance concepts and applications. This text distills the subject of corporate finance down to its core, while also maintaining a decidedly modern approach.

Behavioral Finance

Автор: Baker H Kent
Название: Behavioral Finance
ISBN: 0470499117 ISBN-13(EAN): 9780470499115
Издательство: Wiley
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Цена: 13306.00 р.
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Описание: A definitive guide to the growing field of behavioral finance This reliable resource provides a comprehensive view of behavioral finance and its psychological foundations, as well as its applications to finance.

Numerical Methods and Optimization in Finance,

Автор: Manfred Gilli
Название: Numerical Methods and Optimization in Finance,
ISBN: 0123756626 ISBN-13(EAN): 9780123756626
Издательство: Elsevier Science
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Цена: 13978.00 р.
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Описание: This bookdescribes computational financetools. It covers fundamental numerical analysis and computational techniques, such asoption pricing, and givesspecial attention tosimulation and optimization. Many chapters are organized as case studies aroundportfolio insurance and risk estimation problems. In particular, several chapters explain optimization heuristics and how to use them for portfolio selection and in calibration of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to others. At the same time, the applications are relevant enough to make the book a useful reference. Matlab and R sample code is provided in the text and can be downloaded from the book's website.

Stochastic Simulation and Applications in Finance with Matlab Programs

Автор: Huynh
Название: Stochastic Simulation and Applications in Finance with Matlab Programs
ISBN: 0470725389 ISBN-13(EAN): 9780470725382
Издательство: Wiley
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Цена: 11086.00 р.
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Описание: Stochastic Simulation and Applications in Finance with Matlab Programs begins by covering the basics of probability and statistics, which are essential to the understanding the later chapters on random processes and computational simulation techniques, it then goes on to discuss Monte Carlo simulations.

Robust Portfolio Optimization and Management

Автор: Fabozzi
Название: Robust Portfolio Optimization and Management
ISBN: 047192122X ISBN-13(EAN): 9780471921226
Издательство: Wiley
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Цена: 14098.00 р.
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Описание: Praise for Robust Portfolio Optimization and Management "In the half century since Harry Markowitz introduced his elegant theory for selecting portfolios, investors and scholars have extended and refined its application to a wide range of real-world problems, culminating in the contents of this masterful book.

Nonlinear Optimization with Financial Applications

Автор: Bartholomew-Biggs Michael
Название: Nonlinear Optimization with Financial Applications
ISBN: 1402081103 ISBN-13(EAN): 9781402081101
Издательство: Springer
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Цена: 19564.00 р.
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Описание: The book introduces the key ideas behind practical nonlinear optimization. Computational finance – an increasingly popular area of mathematics degree programs – is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material – which occupies about one-third of the text – is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performance is demonstrated on a range of optimization problems arising in financial mathematics. Theoretical convergence properties of methods are stated, and formal proofs are provided in enough cases to be instructive rather than overwhelming. Practical behavior of methods is illustrated by computational examples and discussions of efficiency, accuracy and computational costs. Supporting software for the examples and exercises is available (but the text does not require the reader to use or understand these particular codes). The author has been active in optimization for over thirty years in algorithm development and application and in teaching and research supervision.

Portfolio Optimization with Different Information Flow

Автор: Caroline, Hillairet
Название: Portfolio Optimization with Different Information Flow
ISBN: 1785480847 ISBN-13(EAN): 9781785480843
Издательство: Elsevier Science
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Цена: 11706.00 р.
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Описание:

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.

Financial Risk Modelling and Portfolio Optimization with R

Автор: Pfaff Bernhard
Название: Financial Risk Modelling and Portfolio Optimization with R
ISBN: 1119119669 ISBN-13(EAN): 9781119119661
Издательство: Wiley
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Цена: 11238.00 р.
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Описание: Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R.

Public finance

Автор: Gayer, Ted Rosen, Harvey S.
Название: Public finance
ISBN: 0071267883 ISBN-13(EAN): 9780071267885
Издательство: McGraw-Hill
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Цена: 8235.00 р.
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Описание: Explains how the tools of economics can be used to analyze government expenditure and tax policies. This book incorporates the developments and along the way takes students to the frontiers of research and policy. It aims to emphasize the links between the economics and the analysis of real-world policy problems.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
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Цена: 7918.00 р.
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Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.


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