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Modeling Risk

Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques

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  • 624pages
  • 22 heures de lecture

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This completely revised and updated edition of Applied Risk Analysis features new case studies on modeling risk and uncertainty, along with a CD-ROM prepared by Dr. Mun. The CD includes his Risk Simulator and Real Options Super Lattice Solver software, as well as various useful spreadsheet models. Esteemed professionals praise the book for its clarity and practical applications. Janet Tavakoli, President of Tavakoli Structured Finance, highlights Mun's ability to simplify complex concepts, making him her favorite writer in the field. Rafael E. Gutierrez, Executive Director at Seagate Technology, deems it essential for product portfolio managers, noting its insights into risk exposure and management options. Glenn Kautt, President of The Monitor Group, emphasizes that Dr. Mun's work stands out for its practical applications across all areas of risk analysis, contrasting it with other texts that remain overly academic or narrow in focus. He encourages readers to seize the opportunity to acquire this invaluable resource. Note that the CD-ROM/DVD and supplementary materials are not included with the eBook file.

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Modeling Risk, Johnathan Mun

Langue
Année de publication
2006
Reliure
(rigide)
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Titre
Modeling Risk
Sous-titre
Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques
Langue
Anglais
Éditeur
WILEY
Publié
2006
Format
rigide
Pages
624
ISBN10
0471789003
ISBN13
9780471789000
Séries
Description
This completely revised and updated edition of Applied Risk Analysis features new case studies on modeling risk and uncertainty, along with a CD-ROM prepared by Dr. Mun. The CD includes his Risk Simulator and Real Options Super Lattice Solver software, as well as various useful spreadsheet models. Esteemed professionals praise the book for its clarity and practical applications. Janet Tavakoli, President of Tavakoli Structured Finance, highlights Mun's ability to simplify complex concepts, making him her favorite writer in the field. Rafael E. Gutierrez, Executive Director at Seagate Technology, deems it essential for product portfolio managers, noting its insights into risk exposure and management options. Glenn Kautt, President of The Monitor Group, emphasizes that Dr. Mun's work stands out for its practical applications across all areas of risk analysis, contrasting it with other texts that remain overly academic or narrow in focus. He encourages readers to seize the opportunity to acquire this invaluable resource. Note that the CD-ROM/DVD and supplementary materials are not included with the eBook file.