The Resource Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques, Johnathan Mun, (electronic resource)

Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques, Johnathan Mun, (electronic resource)

Label
Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques
Title
Modeling risk
Title remainder
applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques
Statement of responsibility
Johnathan Mun
Creator
Subject
Genre
Language
  • eng
  • eng
Summary
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
Member of
Cataloging source
MiAaPQ
http://library.link/vocab/creatorName
Mun, Johnathan
Dewey number
658.15
Illustrations
illustrations
Index
index present
Language note
English
LC call number
HD61
LC item number
.M7942 2006
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Risk assessment
  • Risk assessment
  • Risk management
  • Finance
Label
Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques, Johnathan Mun, (electronic resource)
Instantiates
Publication
Note
Includes index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • 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
  • 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
  • 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
  • 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
Dimensions
unknown
Extent
1 online resource (626 p.)
Form of item
online
Isbn
9780470009772
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)1000000000354552
  • (EBL)266945
  • (OCoLC)475991266
  • (SSID)ssj0000204018
  • (PQKBManifestationID)12066283
  • (PQKBTitleCode)TC0000204018
  • (PQKBWorkID)10174819
  • (PQKB)10988524
  • (MiAaPQ)EBC266945
  • (EXLCZ)991000000000354552
Label
Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques, Johnathan Mun, (electronic resource)
Publication
Note
Includes index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
  • 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
  • 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
  • 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
  • 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
Dimensions
unknown
Extent
1 online resource (626 p.)
Form of item
online
Isbn
9780470009772
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)1000000000354552
  • (EBL)266945
  • (OCoLC)475991266
  • (SSID)ssj0000204018
  • (PQKBManifestationID)12066283
  • (PQKBTitleCode)TC0000204018
  • (PQKBWorkID)10174819
  • (PQKB)10988524
  • (MiAaPQ)EBC266945
  • (EXLCZ)991000000000354552

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