Modeling Risk : Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques
Johnathan. Mun
Bok Engelsk 2006 · Electronic books.
| Utgitt | Hoboken : : Wiley, , 2006.
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| Omfang | 1 online resource (626 p.)
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| Opplysninger | Description based upon print version of record.. - Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques; Preface; Acknowledgments; About the Author; Contents; Introduction; PART ONE-RISK IDENTIFICATION; PART TWO-RISK EVALUATION; PART THREE-RISK QUANTIFICATION; PART FOUR-INDUSTRY APPLICATIONS; PART FIVE-RISK PREDICTION; PART SIX-RISK DIVERSIFICATION; PART SEVEN-RISK MITIGATION; PART EIGHT-MORE INDUSTRY APPLICATIONS; PART NINE-RISK MANAGEMENT; ADDITIONAL MATERIAL; Part I: Risk Identification; A BRIEF HISTORY OF RISK: WHAT EXACTLY IS RISK?; Chapter 1: Moving Beyond Uncertainty. - APPENDIX-UNDERSTANDING PROBABILITY DISTRIBUTIONSQUESTIONS; Chapter 6: Pandora's Toolbox; TORNADO AND SENSITIVITY TOOLS IN SIMULATION; SENSITIVITY ANALYSIS; DISTRIBUTIONAL FITTING: SINGLE VARIABLE AND MULTIPLE VARIABLES; BOOTSTRAP SIMULATION; HYPOTHESIS TESTING; DATA EXTRACTION, SAVING SIMULATION RESULTS, AND GENERATING REPORTS; CUSTOM MACROS; APPENDIX-GOODNESS-OF-FIT TESTS; QUESTIONS; Part IV: Industry Applications. - Chapter 7: Extended Business Cases I: Pharmaceutical and Biotech Negotiations, Oil and Gas Exploration, Financial Planning with Simulation, Hospital Risk Management, and Risk-Based Executive Compensation ValuationCASE STUDY: PHARMACEUTICAL AND BIOTECH DEAL STRUCTURING; CASE STUDY: OIL AND GAS EXPLORATION AND PRODUCTION; CASE STUDY: FINANCIAL PLANNING WITH SIMULATION; CASE STUDY: HOSPITAL RISK MANAGEMENT; CASE STUDY: RISK-BASED EXECUTIVE COMPENSATION VALUATION; Part V: Risk Prediction; Chapter 8: Tomorrow's Forecast Today; DIFFERENT TYPES OF FORECASTING TECHNIQUES. - RUNNING THE FORECASTING TOOL IN RISK SIMULATOR. - TRACK THE MODELAUTOMATE THE MODEL WITH VBA; MODEL AESTHETICS AND CONDITIONAL FORMATTING; APPENDIX-A PRIMER ON VBA MODELING AND WRITING MACROS; EXERCISES; Part III: Risk Quantification; Chapter 4: On the Shores of Monaco; WHAT IS MONTE CARLO SIMULATION?; WHY ARE SIMULATIONS IMPORTANT?; COMPARING SIMULATION WITH TRADITIONAL ANALYSES; USING RISK SIMULATOR AND EXCEL TO PERFORM SIMULATIONS; QUESTIONS; Chapter 5: Test Driving Risk Simulator; GETTING STARTED WITH RISK SIMULATOR; RUNNING A MONTE CARLO SIMULATION; USING FORECAST CHARTS AND CONFIDENCE INTERVALS; CORRELATIONS AND PRECISION CONTROL. - UNCERTAINTY VERSUS RISKWHY IS RISK IMPORTANT IN MAKING DECISIONS?; DEALING WITH RISK THE OLD-FASHIONED WAY; THE LOOK AND FEEL OF RISK AND UNCERTAINTY; INTEGRATED RISK ANALYSIS FRAMEWORK; QUESTIONS; Part II: Risk Evaluation; Chapter 2: From Risk to Riches; TAMING THE BEAST; THE BASICS OF RISK; THE NATURE OF RISK AND RETURN; THE STATISTICS OF RISK; THE MEASUREMENTS OF RISK; APPENDIX-COMPUTING RISK; QUESTIONS; Chapter 3: A Guide to Model-Building Etiquette; DOCUMENT THE MODEL; SEPARATE INPUTS, CALCULATIONS, AND RESULTS; PROTECT THE MODELS; MAKE THE MODEL USER-FRIENDLY: DATA VALIDATION AND ALERTS. - This completely revised and updated edition of Applied Risk Analysis includes new case studies in modeling risk and uncertainty as well as a new risk analysis CD-ROM prepared by Dr. Mun. On the CD-ROM you'll find his Risk Simulator and Real Options Super Lattice Solver software as well as many useful spreadsheet models. ""Johnathan Mun's book is a sparkling jewel in my finance library. Mun demonstrates a deep understanding of the underlying mathematical theory in his ability to reduce complex concepts to lucid explanations and applications. For this reason, he's my favorite writer in
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| Emner | Finance - Decision making
Risk assessment Risk assessment - Mathematical models Risk management Vis mer... Business & Economics
Management Styles & Communication Management Risikoanalyse risiko risikostyring finansadministrasjon risikoanalyse |
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| Dewey | |
| ISBN | 0471789003. - 9780471789000
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