allocation, risk management, pricing, and capital budgeting under uncertainty. This accessible guide provides an introduction to … methodology-along with available software-and proceeds with portfolio risk management, modeling of random processes, pricing of …-based software (@RISK, Solver, Evolver, VBA) and mathematical modeling software (MATLAB). Filled with in-depth insights and practical …

uncertainty Part II, Portfolio Optimization and Risk Measures, reviews the theory and practice of equity and fixed income … portfolio management, from classical frameworks to recent advances in the theory of risk measurement Part III, Asset Pricing … determined by simulation, and discusses how derivatives can be employed for portfolio risk management and return enhancement …

modeling and decision making in general, the authors focus on portfolio management and market risk management-since these are …