Simulation and Optimization in Finance: Modeling with MATLAB, @RISK, or VBA

Simulation and Optimization in Finance: Modeling with MATLAB, @RISK, or VBA

Author(s): Dessislava A. Pachamanova, Frank J. Fabozzi

Print ISBN: 9780470371893

Online ISBN: 9781118267752

DOI: 10.1002/9781118267752

Author Biography

About the Author

DESSISLAVA A. PACHAMANOVA, PhD, is an Associate Professor of Operations Research at Babson College where she holds the Zwerling Term Chair. She has published a number of articles in operations research, finance, and engineering journals, and co-authored the Wiley title Robust Portfolio Optimization and Management. Pachamanova's academic research is supplemented by consulting and previous work in the financial industry, including projects with quantitative strategy groups at WestLB and Goldman Sachs. She holds an AB in mathematics from Princeton University and a PhD in operations research from the Sloan School of Management at MIT.

Frank J. Fabozzi, PhD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at theYale School of Management and Editor of the Journal of Portfolio Management. He is an Affiliated Professor at the University of Karlsruhe's Institute of Statistics, Econometrics, and Mathematical Finance and is on the Advisory Council for the Department of Operations Research and Financial Engineering at Princeton University. He earned a doctorate in economics from the City University of New York.