Simulation and Optimization in Finance + Web Site: Modeling with MATLAB, @Risk, or VBA

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).