Modeling risk : applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization
著者
書誌事項
Modeling risk : applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization
（Wiley finance series）
Wiley, c2010
2nd ed
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注記
"The Wiley Finance series contains books ..."--Half t.p. verso
Includes index
内容説明・目次
内容説明
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.
目次
Preface. What's New in the Second Edition. Acknowledgments. About the Author. Introduction. PART ONE: Risk Identification. CHAPTER 1: Moving Beyond Uncertainty. PART TWO: Risk Evaluation. CHAPTER 2: From Risk to Riches. CHAPTER 3: A Guide to Model-Building Etiquette. PART THREE: Risk Quantification. CHAPTER 4: On the Shores of Monaco. CHAPTER 5: Test Driving Risk Simulator. CHAPTER 6: Pandora's Toolbox. PART FOUR: Industry Applications. CHAPTER 7: 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. PART FIVE: Risk Prediction. CHAPTER 8: Tomorrow's Forecast Today. CHAPTER 9: Using the Past to Predict the Future. PART SIX: Risk Diversification. CHAPTER 10: The Search for the Optimal Decision. CHAPTER 11: Optimization Under Uncertainty. PART SEVEN: Risk Mitigation. CHAPTER 12: What Is So Real About Real Options, and Why Are They Optional? CHAPTER 13: The Black Box Made Transparent: Real Options Super Lattice Solver Software. PART EIGHT: More Industry Applications. CHAPTER 14: 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. PART NINE: Risk Management. CHAPTER 15: The Warning Signs. CHAPTER 16: Changing a Corporate Culture. Notes. Tables You Really Need. Answers to End of Chapter Questions. About the DVD-ROM. Index.
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