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Modeling risk : applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization / Johnathan Mun

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Wiley finance | Wiley Finance Ser ; v.580Publisher: Hoboken, N.J : Wiley, c2010Copyright date: ©2010Edition: 2nd ed (Online-Ausg.)Description: Online-Ressource (1 online resource (xxiii, 986 p.)) : illISBN:
  • 9781282688049
  • 1282688049
  • 9780470619995
Subject(s): Additional physical formats: 9780470592212 | 0470592214 | 1848210299 | Erscheint auch als: Modeling risk. Druck-Ausgabe 2 Aufl. Hoboken, N.J. : Wiley, 2010. XXIII, 986 S.DDC classification:
  • 658.155
  • 658.15/5 22
RVK: RVK: QP 300 | QP 361 | QP 700LOC classification:
  • HD61
Online resources: Summary: 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.Summary: Modeling Risk + DVD, 2e: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization -- Contents -- Preface -- What's New in the Second Edition -- Acknowledgments -- About the Author -- Introduction -- Part One: Risk Identification -- Chapter 1: Moving Beyond Uncertainty -- A BRIEF HISTORY OF RISK: WHAT EXACTLY IS RISK? -- UNCERTAINTY VERSUS RISK -- WHY IS RISK IMPORTANT IN MAKING DECISIONS? -- DEALING WITH RISK THE OLD-FASHIONED WAY -- THE LOOK AND FEEL OF RISK AND UNCERTAINTY -- INTEGRATED RISK MANAGEMENT (IRM) -- QUESTIONS -- Part Two: 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 MODEL -- AUTOMATE THE MODEL WITH VBA -- MODEL AESTHETICS AND CONDITIONAL FORMATTING -- APPENDIX-A PRIMER ON VBA MODELING AND WRITING MACROS -- EXERCISES -- Part Three: 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 DISTRIBUTIONS -- APPENDIX-ROV COMPILER: PROTECTS AND CONVERTS EXCEL FILES INTO EXECUTABLE EXE.PPN: PPN: 808946382Package identifier: Produktsigel: ZDB-26-MYL | ZDB-30-PAD | ZDB-30-PBE | ZDB-30-PQE
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