Mastering Risk Modelling: A Practical Guide to Modelling Uncertainty With Microsoft Excel - Softcover

Day, Alastair L.

Softcover

ISBN 10: 0273719297 ISBN 13: 9780273719298

Publisher: Ft Pr, 2009

Synopsis

Risks are everywhere in the business world. Mastering Risk Modelling provides the busy financial manager with useful tips andpractical templates for assessing, applying and modelling risk and uncertainty in Excel. The book is designed specifically to be of help to you if you don’t have time to start from scratch – it will improve your abilities in Excel and give you a library of basic examples that you can use as a basis for further development.

 

It covers:

· Review of model design

· Risk and uncertainty

· Credit risk

· Project finance

· Financial analysis

· Valuation

· Options

· Bonds

· Equities

· Value at risk

· Simulation

 

This second edition contains brand new chapters:

· Revised models

· More material on credit risk modelling e.g. portfolios, bankruptcy models

· Shows dual 2003/2007 Excel key strokes

· More theory especially on statistics in Excel

· Basic statistics in Excel – tools and methods

· Capacity to borrow and repay

· Finding optimum mix of risk and return

· Fixed income risk models

· Visual Basic approach

About this title

From the Back Cover

Mastering Risk Modelling is a practical guide to modelling. It’s designed to provide useful templates for applying risk and uncertainty. The book:

 

·        Improves financial managers’ abilities with Excel

·         Demonstrates a systematic method of developing Excel models for fast development and reduced errors

·         Provides a library of basic templates for further development  all on an enclosed CD for immediate use

This fully revised and updated guide is an essential companion for all those who work with risk model design and those who want to build more complex models.

 

New material in this edition includes:

·        Thoroughly revised models

·        More material on credit risk modelling such as portfolios, VaR and bankruptcy models

·        Dual 2003/2007 Excel key strokes

·        The use of statistics in Excel  - tools and methods

·        Advice on capacity to borrow and repay

·        Finding optimum mix of risk and return

·        Fixed income risk models

·        Visual Basic approach

Edition details

• Publisher: Ft Pr
• Publication date: 2009
• ISBN 10: 0273719297
• ISBN 13: 9780273719298
• Binding: Paperback
• Language: English
• Edition number: 2
• Number of pages: 390