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Wayne L. Winston, Wayne Winston

Financial Models Using Simulation and Optimization II: Investment

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ISBN: 1893281043
Издательство: Palisade Corporation
First published in 1998, Financial Models Using Simulation and Optimization quickly became one of the most widely used references for the application of simulation and optimization techniques to financial problems. Now, author Wayne Winston has done it again with a totally new volume! Financial Models II is packed with real-life examples that demonstrate how @RISK, Evolver and Excel can be used to make better financial decisions. Winston's straightforward, step-by-step approach makes his innovative techniques accessible to anyone who uses Microsoft Excel. Topics covered include: o Modeling future stock prices and hedging stock price and interest rate risk. Examples include Value At Risk (VAR), incorporating analyst forecasts, correlating stock forecasts, and bootstrapping. o Portfolio optimization, including minimizing a portfolio's risk, finding the Efficiency Frontier, minimizing the probability of loss, and maximizing the Sharpe Ratio. o Valuing a firm or a...