Primary navigation:

QFINANCE Quick Links
QFINANCE Topics
QFINANCE Reference
Add the QFINANCE search widget to your website

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

Financial Information Sources

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.

Back to top

Share this page

  • Facebook
  • Twitter
  • LinkedIn
  • Bookmark and Share