Download or read book Readings in Certified Quantitative Risk Management CQRM written by Johnathan Mun and published by . This book was released on 2015-07-04 with total page 738 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. This is required reading material when taking the IIPER's globally-accredited CQRM certification program.
Download or read book Readings in Certified Quantitative Risk Management CQRM written by Johnathan Mun and published by . This book was released on 2015 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Certified Quantitative Risk Management written by Johnathan Mun and published by Createspace Independent Publishing Platform. This book was released on 2015-07-18 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lecture Slides for CQRM 2015
Download or read book Case Studies in Certified Quantitative Risk Management CQRM written by Johnathan Mun and published by . This book was released on 2015-07-04 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Case Studies 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. This is required reading material when taking the IIPER's globally-accredited CQRM certification program. Includes 22 case studies of industry applications.
Download or read book Applied Analytical Enterprise Risk 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 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 to real-life business problems. In Volume IV, 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 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 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 Quantitative Risk Management written by Alexander J. McNeil and published by Princeton University Press. This book was released on 2015-05-26 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive treatment of the theoretical concepts and modelling techniques of quantitative risk management. Whether you are a financial risk analyst, actuary, regulator or student of quantitative finance, Quantitative Risk Management gives you the practical tools you need to solve real-world problems. Describing the latest advances in the field, Quantitative Risk Management covers the methods for market, credit and operational risk modelling. It places standard industry approaches on a more formal footing and explores key concepts such as loss distributions, risk measures and risk aggregation and allocation principles. The book's methodology draws on diverse quantitative disciplines, from mathematical finance and statistics to econometrics and actuarial mathematics. A primary theme throughout is the need to satisfactorily address extreme outcomes and the dependence of key risk drivers. Proven in the classroom, the book also covers advanced topics like credit derivatives. Fully revised and expanded to reflect developments in the field since the financial crisis Features shorter chapters to facilitate teaching and learning Provides enhanced coverage of Solvency II and insurance risk management and extended treatment of credit risk, including counterparty credit risk and CDO pricing Includes a new chapter on market risk and new material on risk measures and risk aggregation
Download or read book Platforms and Artificial Intelligence written by Ahmed Bounfour and published by Springer Nature. This book was released on 2022-03-28 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Artificial intelligence (AI) and platforms are closely related. Most investments in AI, especially in critical technologies, are provided by large platforms. This book describes how platforms invest in AI and how AI will impact the next generation of competences, following a twofold approach to do so: on the one hand, the book seeks to understand how platforms for investment in intangibles and AI are organized, but on the other hand, it provides a framework to describe how AI will change jobs and competences in the future. Moreover, the book addresses five main themes: 1. platforms, platformization, and the foundations of their business models; 2. artificial intelligence, technological tendencies, and the policy agenda; 3. artificial intelligence, productivity, and the next generation of competences; 4. artificial intelligence, productivity, and the digital divide; 5. artificial intelligence, ethics, and the post-truth society. The book’s content is mostly based on papers presented at the last two installments of the World Conference on Intellectual Capital for Communities. It brings together the views of leading scholars and experts on how artificial intelligence and platformization will impact competences in the near future.
Download or read book Applied Analytics Quantitative Research Methods written by Johnathan Mun and published by Applied Cqrm Book. This book was released on 2020 with total page 202 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 I, we show how Risk Simulator and ROV BizStats can be used to perform quantitative analysis in graduate and postgraduate research.Pragmatic applications are emphasized in order to demystify the many elements inherent in quantitative analysis. A statistical 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 applica-bility, that the approaches will receive widespread attention. This transparency is achieved through step-by-step applications of quan-titative modeling 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 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 Quantitative Risk Management written by Rudiger Frey and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advanced Analytical Models written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2008-06-23 with total page 1035 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you need to quantitatively assess risk in a range of areas, whether you are a risk manager, business decision-maker, or investor.
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 Valuing Employee Stock Options written by Johnathan Mun and published by John Wiley & Sons. This book was released on 2004-10-13 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive guide to understanding the implications andapplications of valuing employee stock options in light of the newFAS 123 requirements Due to the new requirements of the Proposed Statement of FinancialAccounting Standards (FAS 123) released by the Financial AccountingStandards Board (FASB)-namely the fact that employee servicesreceived in exchange for equity instruments be recognized infinancial statements-companies are now scrambling to learn how tovalue and expense employee stock options (ESOs). Based on authorDr. Johnathan Mun's consulting and advisory work with the FASBconsulting projects with several Fortune 500 firms, ValuingEmployee Stock Options provides readers with a comprehensive lookat this complex issue. Filled with valuable information on binomial lattice andclosed-form modeling techniques, Valuing Employee Stock Options canhelp financial professionals make informed decisions whenattempting to ascertain the fair-market value of ESOs under the newrequirements. Johnathan Mun, PhD, MBA, MS, CFC, FRM (San Francisco, CA), is VicePresident of Analytical Services at Decisioneering, Inc., themakers of Crystal Ball analytical software. He is also the authorof Applied Risk Analysis (0-471-47885-7), Real Options Analysis(0-471-25696-X), and Real Options Analysis Course (0-471-43001-3),all of which are published by Wiley.
Download or read book The Banker s Handbook on Credit Risk written by Morton Glantz and published by Academic Press. This book was released on 2008-04-23 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems. The book comes complete with a DVD filled with sample modeling videos, case studies, and software applications to help the reader get started immediately. The various trial software applications included allows the reader to quickly access the approximately 670 modeling functions, 250 analytical model templates, and powerful risk-based simulation software to help in the understanding and learning of the concepts covered in the book, and also to use the embedded functions and algorithms in their own models. In addition, the reader can get started quickly in running risk-based Monte Carlo simulations, run advanced forecasting methods, and perform optimization on a myriad of situations, as well as structure and solve customized real options and financial options problems. Only book to show bankers step by step how to comply with Basel II regulations on credit risk Over 150 hands-on software applications included on the DVD accompanying the book, including sample modeling videos Provides all the latest quantitative tools
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 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 Real Options Analysis written by Johnathan Mun and published by . This book was released on 2016-01-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Real Options Analysis, Third Edition, provides a novel view of evaluating capital investment strategies by taking into consideration the strategic decision-making process. The book provides a qualitative and quantitative description of real options, the methods used in solving real options, why and when they are used, and the applicability of these methods in decision making. In addition, multiple business cases and real-life applications are discussed. These discussions present and frame the real options problems, as well as introduce a stepwise quantitative process developed by the author for solving these problems using the different methodologies inherent in real options. Included are technical presentations of models and approaches used as well as their theoretical and mathematical justifications. The book covers the qualitative discussions of real options; the quantitative analysis and mathematical concepts; and practical applications of real options. The first part of the book looks at the qualitative nature of real options, providing actual business cases and scenarios of real options in the industry, as well as high-level explanations of how real options provide the much-needed insights in decision making. The second part of the book looks at the step-by-step quantitative analysis, complete with worked-out examples and mathematical formulae. The third part illustrates the use of the Real Options Valuation's Super Lattice Solver software and Risk Simulator software both developed by the author. In this section, more detailed business cases are solved using the software.This book is targeted at both the uninitiated professional as well as those well-versed in real options applications. It is also applicable for use as a second-year M.B.A. level textbook or introductory Ph.D. reference book.
