Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA
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Chapter 1: Introduction.
PART ONE: Fundamental Concepts.
Chapter 2: Important Finance Concepts.
Chapter 3: Random Variables, Probability Distributions, and Important Statistical Concepts.
Chapter 4: Simulation Modeling and Software.
Chapter 5: Optimization Modeling.
Chapter 6: Optimization under Uncertainty.
PART TWO: Portfolio Optimization and Risk Measures.
Chapter 7: Asset Diversification and Efficient Frontiers.
Chapter 8: Advances in the Theory of Risk Measures.
Chapter 9: Equity Portfolio Management in Practice.
Chapter 10: Fixed Income Portfolio Management in Practice.
PART THREE: Asset Pricing Models.
Chapter 11: Regression and 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 Decisions.
Chapter 17: Capital budgeting under uncertainty.
Chapter 18: Real options.
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Simulation and Optimization in Finance: Modeling with MATLAB, @Risk, or VBA (US $125.00)
Total List Price: US $235.00
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