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1
Simulation and Optimization in Finance: Modeling with MATLAB, @RISK, or VBA
John Wiley & Sons
Dessislava A. Pachamanova
,
Frank J. Fabozzi
portfolio
westford
risk
price
optimization
option
pachamanova
random
courier
jwbt319
printer
rate
asset
market
probability
function
interest
simulation
exhibit
bond
pricing
stock
variables
values
expected
standard
investment
models
optimal
options
period
scenarios
variance
financial
rates
estimate
formula
securities
decision
duration
constraints
strategy
prices
bonds
distributions
measures
average
july
underlying
objective
Year:
2011
Language:
english
File:
PDF, 13.21 MB
Your tags:
5.0
/
5.0
english, 2011
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