Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques (Wiley Finance, #580)

by Johnathan Mun

0 ratings • 0 reviews • 0 shelved
Book cover for Modeling Risk

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

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 this field' - Janet Tavakoli, President, Tavakoli Structured Finance, Inc. and author of "Collateralized Debt Obligations and Structured Finance". 'A must-read for product portfolio managers ...it captures the risk exposure of strategic investments, and provides management with estimates of potential outcomes and options for risk mitigation' - Rafael E. Gutierrez, Executive Director of Strategic Marketing and Planning, Seagate Technology, Inc. 'Once again, Dr. Mun has created a 'must-have, must-read' book for anyone interested in the practical application of risk analysis.
Other books speak in academic generalities, or focus on one area of risk application. [This book] gets to the heart of the matter with applications for every area of risk analysis. You have a real option to buy almost any book you should exercise your option and get this one' - Glenn Kautt, MBA, CFP, EA, President and Chairman, The Monitor Group, Inc. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
  • ISBN10 661051724X
  • ISBN13 9786610517244
  • Publish Date 21 July 2006 (first published 1 January 2006)
  • Publish Status Active
  • Out of Print 21 August 2012
  • Publish Country US
  • Imprint John Wiley & Sons
  • Format eBook
  • Pages 625
  • Language English