Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques /
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| Author / Creator: | Mun, Johnathan. |
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| Imprint: | Hoboken, NJ : John Wiley & Sons, c2006. |
| Description: | xvi, 605 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4in.) |
| Language: | English |
| Series: | Wiley finance series |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/6323618 |
| Summary: | 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. <p>"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."<br> -Janet Tavakoli, President, Tavakoli Structured Finance, Inc. and author of Collateralized Debt Obligations and Structured Finance </p> <p>"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."<br> -Rafael E. Gutierrez, Executive Director of Strategic Marketing and Planning, Seagate Technology, Inc.</p> <p>"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!"<br> -Glenn Kautt, MBA, CFP, EA, President and Chairman, The Monitor Group, Inc.</p> <p> Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.</p> |
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| Item Description: | Includes index. |
| Physical Description: | xvi, 605 p. : ill. ; 24 cm. + |
| Format: | System requirements: IBM PC or compatible computer with Pentium III or higher processor; 128 MB RAM (256 MB recommended) and 30 MB hard-disk space; SVGA monitor with 256 colors; Excel XP or 2003; Windows 2000, XP (preferred), or higher; Microsoft .NET Framework 1.1; Internet connection. |
| ISBN: | 9780471789000 0471789003 |
