Detalles del Título
Detalles del Título

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Título Financial models using simulation and optimization v.1: a step-by-step guide with excel and palisade's decision tools software / Wayne L. Winston ; Terence Reilly Libros / Impreso - Libros
Autor(es) Winston, Wayne L. (Autor)
Reilly, Terence (Autor)
Publicación Ithaca, New York : Palisade Corporation, 2015
Descripción Física x, 728 páginas : ilustraciones ; 23 cm + 1 CD-ROM (4 3/4 plg.)
Idioma Inglés;
ISBN 9781893281158
Clasificación(es) 658.15
CONTABLE Y FINANCIERA
Departamento Contable y Financiero
Materia(s) Finanzas; Inversiones; Precios; Opciones financieras; Opciones reales (Finanzas); Modelos matemáticos; Modelos financieros;
Nota(s) Incluye referencias bibliográficas e índice.
CONTENIDO: Modeling Relationships. Brief Tutorial on StatTools and Sensitivity Analysis -- Simple Linear Regression - Improving Predictions with One Variable -- Multiple Linear Regression - Improving Predictions with Many Variables -- Nonlinear Regression -- Measuring Model Quality - Modeling Google's Net Income -- Relationships Over Time -- Testing Investment Strategies -- Fitting an S-Shaped Curve -- Introduction to Neural Nets -- Using Pivot Tables and Neural Nets to Analyze Market Efficiency -- Optimization Models. Brief Tutorials on Solver and Evolver - Multiperiod Capital Budgeting -- The Bass Model for Sales of a Product -- Using Evolver to Construct Portfolios to Beat the S&P -- Selecting Drivers for an ABC System -- Pricing Models with Evolver -- Nonlinear Pricing -- Price Bundling -- Bond Pricing and Fixed-Income Portfolio Immunization -- Funding a Pension Liability -- Fitting Spot-Rate Curves and Fixed-Income Portfolios -- Forward Rates and Forward Contracts -- Finding Arbitrage Opportunities -- Portfolio Optimization -- Modifications to Modern Portfolio Theory -- A Portfolio Approach to Project Selection -- Active Management of Investments -- Simulatgion Models. Introduction to simulation - The Newsperson Problem -- The Newsperson Problem with Multiple Products & Discounts -- RISKOptimizer - Newsperson Multiple Products & Sales -- New Product Profitability - The Hippo Example -- Optimize Plant Capacity based on Profitability Model -- Modeling Attitudes toward Risk -- Simulating Development of a New Drug for Pharmaceuticals -- Using Simulation & Goal Seek to Model an Acquisition -- Simulating Pro Forma Financial Statements -- The Value of a Customer -- Fitting Distributions to Data -- Using Data to Model Sales of New Product -- Using Data to Model Sales of New Product --Using Data to Model Market Share -- Using Data to Simulate Relationships -- Discrete Models of Asset Prices: Google Stock & a Gold Mine -- Continuous Models of Asset Prices: Google Stock.
The Black-Scholes Model & Custom Hedging -- Pricing Options - Lognormal Model -- Pricing Exotic Options -- Pricing Real Options - Lognormal Model -- Pricing an American Option with Binomial Trees -- Valuing an Option to Purchase a Company -- Value at Risk (VaR) -- Modeling Dependence - Correlations -- Modeling Dependence - Conditional Dependence -- Modeling Dependence - Copulas.
Títulos Relacionados Financial models using simulation and optimization v.1 [recurso electrónico]: a step-by-step guide with excel and palisade's decision tools software / Wayne L. Winston ; Terence Reilly
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Disponibilidad
CodBarras Localización Piso Signatura Estado Categoría
133403Biblioteca Universidad Icesi2658.15/W783/v.1DisponibleCol. General