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Home > Financial Information Sources > Financial Modeling > Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques

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Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques

Johnathan Mun
Wiley Finance Series
Hoboken, New Jersey: Wiley, 2006
605pp, ISBN: 978-0-471-78900-0
www.wiley.com

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.

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Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques (Wiley Finance)

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Product Description

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.

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