Buy Simulation, Optimization, and Machine Learning for Finance, second edition
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Book 1
Book 2
Book 3
Home > Business and Economics > Economics > Econometrics and economic statistics > Simulation, Optimization, and Machine Learning for Finance, second edition
Simulation, Optimization, and Machine Learning for Finance, second edition

Simulation, Optimization, and Machine Learning for Finance, second edition


     0     
5
4
3
2
1



International Edition


X
About the Book

A comprehensive guide to simulation, optimization, and machine learning for finance, covering theoretical foundations, practical applications, and data-driven decision-making. A comprehensive guide to simulation, optimization, and machine learning for finance, covering theoretical foundations, practical applications, and data-driven decision-making. Simulation, Optimization, and Machine Learning for Finance offers a comprehensive introduction to the quantitative tools essential for asset management and corporate finance. This extensively revised and expanded edition builds upon the foundation of the textbook Simulation and Optimization in Finance, integrating the latest advancements in quantitative tools. Designed for undergraduates, graduate students, and professionals seeking to enhance their analytical expertise in finance, the book bridges theory with practical application, making complex financial concepts more accessible. Beginning with a review of foundational finance principles, the text progresses to advanced topics in simulation, optimization, and machine learning, demonstrating their relevance in financial decision-making. Readers gain hands-on experience developing financial risk models using these techniques, fostering conceptual understanding and practical implementation. Provides a structured introduction to probability, inferential statistics, and data science Explores cutting-edge techniques in simulation modeling, optimization, and machine learning Demonstrates real-world asset allocation strategies, advanced portfolio risk measures, and fixed-income portfolio management using quantitative tools Covers factor models and stochastic processes in asset pricing Integrates capital budgeting and real options analysis, emphasizing the role of uncertainty and quantitative modeling in long-term financial decision-making Is suitable for practitioners, students, and self-learners

Table of Contents:
Preface Acknowledgements Chapter 1: Introduction Part One: Background Topics Chapter 2: Important Finance Concepts Chapter 3: Random Variables and Probability Distributions Chapter 4: Inferential Statistics PART TWO: FUNDAMENTALS OF SIMULATION, OPTIMIZATION, AND MACHINE LEARNING Chapter 5: Simulation Modeling Chapter 6: Optimization Modeling Chapter 7: Optimization under Uncertainty Chapter 8: Data and Data Science Chapter 9: Regression Models Chapter 10: Machine Learning Chapter 11: Natural Language Processing PART THREE: Applications to Asset Management Chapter 12: Asset Allocation Models Chapter 13: Advanced Portfolio Risk Measures Chapter 14: Equity Portfolio Selection in Practice Chapter 15: Fixed Income Portfolio Management in Practice PART FOUR: ASSET PRICING MODELS Chapter 16: Factor Models Chapter 17: Modeling Asset Price Dynamics PART FIVE: FINANCIAL DERIVATIVES AND MORTGAGE-BACKED SECURITIES Chapter 18: Introduction to Derivatives Chapter 19: Pricing Derivatives with Simulation Chapter 20: Using Derivatives in Portfolio Management Chapter 21: Structuring and Pricing Residential Mortgage-Backed Securities PART SIX: CAPITAL BUDGETING DECISIONS Chapter 22: Capital Budgeting Under Uncertainty Chapter 23: Application of Real Options to Capital Budgeting Reference List

About the Author :
Dessislava A. Pachamanova is Professor and Zwerling Family Endowed Term Chair at Babson College and Research Affiliate at the Massachusetts Institute of Technology. She is coauthor of Robust Portfolio Optimization and Management and Portfolio Construction and Analytics. Frank J. Fabozzi is Professor of Practice in Finance at Johns Hopkins' Carey Business School, author of Introduction to Fixed-Income Analysis and Portfolio Management; Capital Markets, sixth edition; and Entrepreneurial Finance and Accounting for High-Tech Companies, and coauthor of Bond Markets, Analysis, and Strategies, tenth edition; Foundations of Global Financial Markets and Institutions; and The Economics of FinTech, all published by the MIT Press. Francesco A. Fabozzi is Research Director at Yale School of Management's International Center for Finance. He serves as the Managing Editor of The Journal of Financial Data Science and the Director of Data Science at the CFA Institute Research Foundation and is the coauthor of six books in asset management and corporate finance.


Best Sellers


Product Details
  • ISBN-13: 9780262049801
  • Publisher: MIT Press Ltd
  • Publisher Imprint: MIT Press
  • Height: 254 mm
  • No of Pages: 720
  • Returnable: Y
  • ISBN-10: 0262049805
  • Publisher Date: 09 Sep 2025
  • Binding: Hardback
  • Language: English
  • Returnable: Y
  • Width: 203 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Simulation, Optimization, and Machine Learning for Finance, second edition
MIT Press Ltd -
Simulation, Optimization, and Machine Learning for Finance, second edition
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Simulation, Optimization, and Machine Learning for Finance, second edition

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    Fresh on the Shelf


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!