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Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and optimization techniques / Johnathan Mun.

By: Mun, Johnathan.
Series: Wiley finance series: Publisher: New York : John Wiley, c2010Edition: 2nd ed.Description: xxiii, 986 p. : ill. ; 24 cm. + 1 DVD-ROM (4 3/4 in.).ISBN: 0470592214 (hbk.); 9780470592212 (hbk.).Subject(s): Risk assessment | Risk assessment -- Mathematical models | Risk management | Finance -- Decision makingDDC classification: 658.155
Contents:
Machine generated contents note: 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.
Item type Current location Shelf location Call number Copy number Status Notes Date due Barcode
Accompanying Material (Media Resource) Taylor's Library-TU
658.155 MUN 2010 (Browse shelf) 1 Available TBSxx,28000,03,AD 1000524214
Main Collection Taylor's Library-TU

Floor 4, Shelf 24 , Side 2, TierNo 2, BayNo 3

 658.155 MUN 2010 (Browse shelf) 1 Available TBSxx,28000,03,AD 5000104456

Includes index.

Machine generated contents note: 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.