Modeling Risk
Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization
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Beschreibung
An updated guide to risk analysis and modeling
Although risk was once seen as something that was bothunpredictable and uncontrollable, the evolution of risk analysistools and theories has changed the way we look at this importantbusiness element. In the Second Edition of Analyzing andModeling Risk, expert Dr. Johnathan Mun provides up-to-datecoverage of risk analysis as it is applied within the realms ofbusiness risk analysis and offers an intuitive feel of what risklooks like, as well as the different ways of quantifying it.
This Second Edition provides professionals in allindustries a more comprehensive guide on such key concepts as riskand return, the fundamentals of model building, Monte Carlosimulation, forecasting, time-series and regression analysis,optimization, real options, and more.
* Includes new examples, questions, and exercises as well asupdates using Excel 2007
* Book supported by author's proprietary risk analysis softwarefound on the companion CD-ROM
* Offers both a qualitative and quantitative description ofrisk
Filled with in-depth insights and practical advice, thisreliable resource covers all of the essential tools and techniquesthat risk managers need to successfully conduct risk analysis.
Note: CD-ROM/DVD and other supplementary materials arenot included as part of eBook file.
Autor*in
Johnathan Mun
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