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Modeling Risk

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

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  • 624 páginas
  • 22 horas de lectura

Más información sobre el libro

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

Idioma
Publicado en
2006
Encuadernación
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Título
Modeling Risk
Subtítulo
Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques
Idioma
Inglés
Editorial
WILEY
Publicado en
2006
Formato
Tapa dura
Páginas
624
ISBN10
0471789003
ISBN13
9780471789000
Serie
Descripción
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.