Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization (2nd Revised edition)

Johnathan Mun

Editorial: John Wiley and Sons Ltd
ISBN 10: 0470592214 / ISBN 13: 9780470592212
Usado / Hardback / Cantidad: 0
Disponible en otras librerías
Ver todos  los ejemplares de este libro

Sobre el libro

Lamentablemente este ejemplar en específico ya no está disponible. A continuación, le mostramos una lista de copias similares.

Descripción:

BRAND NEW, Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization (2nd Revised edition), Johnathan Mun, 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. N° de ref. de la librería

Sobre este título:

Valoración del libro brindada por Goodreads:
3,57 valoración promedio
(7 valoraciones)

Sinopsis: 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.

From the Inside Flap: We live in a world filled with risk and operate our businesses in an increasingly risky environment, as higher rewards only come with risks. Ignoring the element of risk when corporate strategy is being developed and tactical projects are being implemented is not an option.

In addressing the issue of risk, this reliable resource provides a novel view of evaluating business decisions, projects, and strategies by taking into consideration a unified strategic portfolio analytical process. Page by page, the Second Edition of Modeling Risk offers a qualitative and quantitative description of risk, as well as introduces the methods used in identifying, quantifying, applying, predicting, valuing, hedging, diversifying, and managing risk.

Divided into nine comprehensive parts, Modeling Risk, Second Edition includes many updated and new discussions, examples, exercises, and case studies. And while it's sophisticated enough for those well-versed in risk analysis, this edition is also an appropriate guide for aspiring professionals as well as individuals at the graduate level of academic study.

Besides providing you with a detailed description of such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and econometric analysis, optimization, and strategic real options analysis, this Second Edition contains important updates that reflect today's evolving environment, including:

  • New case studies on market and credit risk as it applies to Basel II requirements, a billion-dollar negotiation case study applying risk analytics for the state of California, U.S. military applications, IT security risk analysis, and project management risk analysis

  • Many new hands-on exercises for applying and modeling risk, forecasting, optimization, and business analytics

  • The pitfalls of forecasting, with discussions of structural shifts, stochastic processes, nonlinearity, autocorrelation, heteroskedasticity, multicollinearity, and others

  • Using stochastic optimizations, investment efficient frontiers, and superspeed simulation-optimization techniques for project selection, portfolio optimization, investment allocation, and optimal pricing

  • Realistic recommendations on how to take risk analysis into a company and obtain a higher level of adoption

To help solidify your understanding of the topics discussed, Modeling Risk, Second Edition is supported by a companion DVD that contains innovative trial versions of the author's Risk Simulator and Real Options Super Lattice Solver software, as well as associated Excel spreadsheet models. The DVD also features free "getting started modeling" videos, additional case studies, and examples. With these tools at your disposal, you'll quickly discover how to quantify the risks associated with different types of business uncertainties.

By combining expert advice and in-depth business cases with cutting-edge analysis software, Modeling Risk, Second Edition will help you better understand risk and confidently apply your knowledge of it to your most important business endeavors.

"Sobre este título" puede pertenecer a otra edición de este libro.

Detalles bibliográficos

Título: Modeling Risk: Applying Monte Carlo Risk ...
Editorial: John Wiley and Sons Ltd
Encuadernación: Hardback
Condición del libro: new

Los mejores resultados en AbeBooks

1.

Johnathan Mun
Editorial: John Wiley and Sons Ltd, United Kingdom (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2010. Hardback. Estado de conservación: New. 2nd Edition. Language: English . Brand New Book. 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 2007Book supported by author s proprietary risk analysis software found on the companion CD-ROMOffers 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. Nº de ref. de la librería AAH9780470592212

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 95,18
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Johnathan Mun
Editorial: John Wiley and Sons Ltd, United Kingdom (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Nuevos Tapa dura Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2010. Hardback. Estado de conservación: New. 2nd Edition. Language: English . Brand New Book. 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 2007Book supported by author s proprietary risk analysis software found on the companion CD-ROMOffers 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. Nº de ref. de la librería AAH9780470592212

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 99,49
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Johnathan Mun
Editorial: John Wiley & Sons
ISBN 10: 0470592214 ISBN 13: 9780470592212
Nuevos Tapa dura Cantidad: 2
Librería
THE SAINT BOOKSTORE
(Southport, Reino Unido)
Valoración
[?]

Descripción John Wiley & Sons. Hardcover. Estado de conservación: New. New copy - Usually dispatched within 2 working days. Nº de ref. de la librería B9780470592212

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 106,10
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 7,84
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Mun, Johnathan
Editorial: John Wiley & Sons Inc (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Nuevos Tapa dura Cantidad: 1
Librería
Revaluation Books
(Exeter, Reino Unido)
Valoración
[?]

Descripción John Wiley & Sons Inc, 2010. Hardcover. Estado de conservación: Brand New. 2nd hardback/dvd edition. 976 pages. 9.21x6.14x1.97 inches. In Stock. Nº de ref. de la librería __0470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 148,45
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 6,78
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Johnathan Mun
Editorial: Wiley (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Usado Tapa dura Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Hardcover. Estado de conservación: Used: Good. Nº de ref. de la librería SONG0470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar usado
EUR 144,95
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 7,52
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Mun, Johnathan
Editorial: Wiley (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Nuevos Tapa dura Cantidad: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P110470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 169,89
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,67
A Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Mun, Johnathan
Editorial: Wiley (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Usado Tapa dura Cantidad: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Hardcover. Estado de conservación: Like New. Almost new condition. Nº de ref. de la librería P010470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar usado
EUR 169,89
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,67
A Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Mun, Johnathan
Editorial: Wiley (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Usado Tapa dura Cantidad: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Hardcover. Estado de conservación: Very Good. Great condition with minimal wear, aging, or shelf wear. Nº de ref. de la librería P020470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar usado
EUR 170,89
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 1,67
A Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Johnathan Mun
Editorial: Wiley (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Usado Tapa dura Cantidad: 1
Librería
Books Express
(Portsmouth, NH, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Hardcover. Estado de conservación: Good. 2. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Nº de ref. de la librería 0470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar usado
EUR 242,74
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Johnathan Mun
Editorial: Wiley (2010)
ISBN 10: 0470592214 ISBN 13: 9780470592212
Nuevos Tapa dura Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2010. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M0470592214

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 303,80
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras 1 copia(s) de este libro

Ver todos los resultados de su búsqueda