Wiley Finance Series
Hoboken, New Jersey: Wiley, 2006
605pp, ISBN: 978-0-471-78900-0
This is a technical exploration of the main techniques for identifying, predicting, quantifying, valuing, hedging, diversifying, and managing risk. It describes modeling and analyzing risk within a business environment, applications for risk analysis, corporate strategy, and asset allocation, and covers model building, Monte Carlo simulation, real options analysis, forecasting, and optimization.