Download or read book Modeling Risk written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2010-06-15 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Modeling Risk written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2006-07-21 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Applied Analytical Enterprise Risk Management written by Johnathan Mun and published by Independently Published. This book was released on 2019-01-05 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced analytics covered in the Certified in Quantitative Risk Management (CQRM) certification program can be applied in real-life business problems. In this book, we show how these analytics can be applied in the context of Enterprise Risk Management, using both qualitative risk registers and extending the results using quantitative analytical methods.Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box becomes transparent so that analysts can understand, apply, and convince others of its results, value-add, and applicability, that the approach will receive widespread influence. This is done through step-by-step applications of risk analysis as well as presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by those well-versed in risk analysis--there is something for everyone. It is also applicable for use as a second-year M.B.A.-level or introductory Ph.D. textbook.
Download or read book Applied Analytical Credit Market Operational Liquidity Risk written by Johnathan Mun and published by . This book was released on 2019-06-15 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn Applied Project Management by applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, portfolio optimization, data analytics, business intelligence, and decision modeling to quantitative credit, market, operational, and liquidity risk analysis.
Download or read book Applied Analytical Project Management written by Johnathan Mun and published by Independently Published. This book was released on 2019-06-23 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn Applied Project Management by applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, portfolio optimization, data analytics, business intelligence, and decision modeling to project management.
Download or read book Applied Analytics Credit Market Operational and Liquidity Risk written by Johnathan Mun and published by Applied Cqrm Book. This book was released on 2020 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced analytics covered in the Certified in Quantitative Risk Management (CQRM) certification program can be applied to real-life business problems. In Volume V, we show how Credit, Market, Operational, and Liquidity (CMOL) Risks can be modeled using the CMOL software, Risk Simulator, and Modeling Toolkit. Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box methods become transparent, so that researchers can understand, apply, and convince others of their results, value-add, and applicability, that the approaches will receive widespread attention. This transparency is achieved through step-by-step applications of quantitative modeling as well as through presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by anyone familiar with basic quantitative research methods--there is something for everyone. It is also applicable for use as a second-year MBA/MS-level or introductory PhD textbook. The examples in the book assume some prior knowledge of the subject matter. Additional information on the CQRM program can be obtained at: www.iiper.org www.realoptionsvaluation.com
Download or read book Applied Analytical Probability Distributions written by Johnathan Mun and published by Applied Cqrm Book. This book was released on 2018-12-31 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced analytics covered in the Certified in Quantitative Risk Management certification program can be applied in real-life business problems. In this series, we show how Risk Simulator can be used to generate various probability distributions as well as how to interpret the results and use their analytical properties for making strategic decisions.Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box becomes transparent so that analysts can understand, apply, and convince others of its results, value-add, and applicability, that the approach will receive widespread influence. This is done through step-by-step applications of risk analysis as well as presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by those well-versed in risk analysis--there is something for everyone. It is also applicable for use as a second-year M.B.A.-level or introductory Ph.D. textbook.
Download or read book Applied Analytics Probability Distribution Applying Monte Carlo Risk Simulation Strategic Real Options Stochastic Forecasting Portfolio Optimiza written by Johnathan Mun and published by Applied Cqrm Book. This book was released on 2020 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced ana-lytics covered in the Certified in Quantitative Risk Management (CQRM) certification program can be applied in real-life business problems. In Volume II, we show how Risk Simulator can be used to generate various probability distributions as well as how to inter-pret the results and use their analytical properties for making strate-gic decisions.Pragmatic applications are emphasized in order to demystify the many elements inherent in probability analysis. A black box will re-main a black box if no one can understand the concepts despite its power and applicability. It is only when the black box methods be-come transparent, so that researchers can understand, apply, and convince others of their results, value-add, and applicability, that the approaches will receive widespread attention. This transparency is achieved through step-by-step applications of quantitative modeling as well as presenting multiple cases and discussing real-life applica-tions. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by anyone familiar with basic quantitative research methods--there is some-thing for everyone. It is also applicable for use as a second-year MBA/MS-level or introductory PhD textbook. The examples in the book assume some prior knowledge of the subject matter. Additional information on the CQRM program can be obtained at: www.iiper.org www.realoptionsvaluation.com
Download or read book Applied Analytical Applied Project Management Applying Monte Carlo Risk Simulation Strategic Real Options Stochastic Forecasting Portfolio Optim written by Johnathan Mun and published by Applied Cqrm Book. This book was released on 2020 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced ana-lytics covered in the Certified in Quantitative Risk Management (CQRM) certification program can be applied to real-life business problems. In Volume VI, we show how to model and risk simulate complex projects to obtain schedule and cost risks.Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box methods become transparent, so that researchers can understand, apply, and convince others of their results, value-add, and applicability, that the ap-proaches will receive widespread attention. This transparency is achieved through step-by-step applications of quantitative modeling as well as through presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by anyone familiar with basic quantitative research methods--there is some-thing for everyone. It is also applicable for use as a second-year MBA/MS-level or introductory PhD textbook. The examples in the book assume some prior knowledge of the subject matter. Additional information on the CQRM program can be obtained at: www.iiper.org www.realoptionsvaluation.com
Download or read book Modeling Risk DVD written by Johnathan Mun and published by Wiley. This book was released on 2010-07-06 with total page 976 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Handbook in Monte Carlo Simulation written by Paolo Brandimarte and published by John Wiley & Sons. This book was released on 2014-06-17 with total page 688 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
Download or read book Modeling Risk Third Edition Applying Monte Carlo RiskSimulation Strategic Real Options Stochastic Forecasting and Portfolio Optimization Websit written by Johnathan Mun and published by Wiley. This book was released on 2015-09-15 with total page 976 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk analysis, in all its various forms, has become a science that is essential to all types of businesses that must cope with business uncertainties and unanticipated risk. This third edition provides up-to-date coverage of risk analysis as it is applied to a variety of business risks and situations in a way that is useful to a wide audience of business professionals.
Download or read book Applied Analytics Project Economic and Financial Evaluation written by Johnathan Mun and published by Applied Cqrm Book. This book was released on 2020 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced ana-lytics covered in the Certified in Quantitative Risk Management (CQRM) certification program can be applied to real-life business problems. In Volume III, we show how ROV's PEAT software can be used to evaluate a project's economics, simulate its uncertainties, run sensitivity analysis, and use their analytical properties for making strategic decisions. Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box methods become transparent, so that researchers can understand, apply, and convince others of their results, value-add, and applicability, that the ap-proaches will receive widespread attention. This transparency is achieved through step-by-step applications of quantitative modeling as well as presenting multiple cases and discussing real-life applica-tions. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by anyone familiar with basic quantitative research methods--there is some-thing for everyone. It is also applicable for use as a second-year MBA/MS-level or introductory PhD textbook. The examples in the book assume some prior knowledge of the subject matter. Additional information on the CQRM program can be obtained at: www.iiper.org www.realoptionsvaluation.com
Download or read book Applied Analytical Oil and Gas Decommissioning Risk Management written by Liam Jackson and published by . This book was released on 2020-03 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Readings in Certified Quantitative Risk Management CQRM written by Johnathan C. Mun and published by Createspace Independent Publishing Platform. This book was released on 2015-07-04 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readings in Certified Quantitative Risk Management (CQRM) with advanced analytics applications in Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, Portfolio Optimization, Data Analytics, Business Intelligence, and Decision Modeling
Download or read book Applied Analytical Project Economic and Financial Evaluation written by Johnathan Mun and published by . This book was released on 2018-12-31 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced analytics covered in the Certified in Quantitative Risk Management certification program can be applied in real-life business problems. In this series, we show how the PEAT software can be used to evaluate a project's economics, simulate its uncertainties, run sensitivity analysis, and use their analytical properties for making strategic decisions. Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box becomes transparent so that analysts can understand, apply, and convince others of its results, value-add, and applicability, that the approach will receive widespread influence. This is done through step-by-step applications of risk analysis as well as presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by those well-versed in risk analysis--there is something for everyone. It is also applicable for use as a second-year M.S./M.B.A.-level or introductory Ph.D. textbook.
Download or read book Applied Analytical Quantitative Research Methods with ROV BizStats written by Johnathan Mun and published by Independently Published. This book was released on 2018-12-31 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Applied CQRM Book Series showcases how the advanced analytics covered in the Certified in Quantitative Risk Management certification program can be applied in real-life business problems. In this series, we show how Risk Simulator and ROV BizStats can be used to perform quantitative research in graduate and postgraduate research.Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box becomes transparent so that analysts can understand, apply, and convince others of its results, value-add, and applicability, that the approach will receive widespread influence. This is done through step-by-step applications of risk analysis as well as presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by those well-versed in risk analysis--there is something for everyone. It is also applicable for use as a second-year M.B.A.-level or introductory Ph.D. textbook.
