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Modeling risk : applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization
"An updated guide to risk analysis and modeling. Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Mode...
| Autor principal: | |
|---|---|
| Formato: | Software Libro |
| Lenguaje: | English |
| Publicado: |
Hoboken, N.J. :
Wiley,
©2010.
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| Edición: | Second edition. |
| Colección: | Wiley finance series.
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| Materias: | |
| Acceso en línea: | http://catalogimages.wiley.com/images/db/jimages/9780470592212.jpg |
MARC
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| 100 | 1 | |a Mun, Johnathan |9 433083 | |
| 245 | 1 | 0 | |a Modeling risk : |b applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization |c / Johnathan Mun. |
| 250 | |a Second edition. | ||
| 260 | |a Hoboken, N.J. : |b Wiley, |c ©2010. | ||
| 300 | |a xxiii, 986 páginas : |b ilustraciones ; |c 24 cm. + |e + 1 disco compacto (4 3/4 plg.) | ||
| 490 | 1 | |a Wiley finance | |
| 504 | |a Incluye índice. | ||
| 505 | 0 | |a Moving beyond uncertainty -- From risk to riches -- A guide to model-building etiquette -- On the shores of Monaco -- Test driving risk simulator -- Pandora's toolbox -- Extended business cases I : pharmaceutical and biotech negotiations, oil and gas exploration, financial planning with simulation, hospital risk management, risk-based executive compensation valuation, and risk-based schedule planning -- Tomorrow's forecast today -- Using the past to predict the future -- The search for the optimal decision -- Optimization under uncertainty -- What is so real about real options, and why are they optional? -- The black box made transparent : real options super lattice solver software -- Extended business cases II : real estate, banking, military strategy, automotive aftermarkets, global earth observation systems, employee stock options, oil and gas royalty lease negotiations, real options and IT enterprise risk security, Basel II credit and market risk analysis, and IT information security intrusion risk management -- The warning signs -- Changing a corporate culture. | |
| 520 | |a "An updated guide to risk analysis and modeling. Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it. This Second Edition provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007. Book supported by author's proprietary risk analysis software found on the companion CD-ROM. Offers both a qualitative and quantitative description of risk. Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file"-- |c Provided by publisher. | ||
| 650 | 4 | |a Evaluación de riesgos |9 359568 | |
| 650 | 4 | |a Evaluación de riesgos |x Modelos matemáticos |9 359568 | |
| 650 | 4 | |a Administración de riesgos |9 2398 | |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 2 | |u http://catalogimages.wiley.com/images/db/jimages/9780470592212.jpg |
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