Financial Models Using Simulation and Optimization

Financial Models Using Simulation and Optimization offers the most in-depth treatment to date of the use of decision-support software to address financial models in business problems. It is intended for anyone who builds or reviews financial models and for anyone who wants to learn more about decision-support software. Step-by-step instructions take the reader through over 60 examples. Topics covered include options pricing, portfolio optimization, acquisitions modeling, VAR, hedging with futures, risk-neutral approach, and more.