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

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9780471789000: Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization Techniques (Wiley Finance)

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.

"synopsis" may belong to another edition of this title.

From the Back Cover:

Modeling Risk, the completely revised and updated edition of Applied Risk Analysis, includes many new case studies in modeling risk and uncertainty, and a new risk analysis CD-ROM prepared by Dr. Johnathan Mun. The new CD-ROM includes the author's Risk Simulator and Real Options Super Lattice Solver software, as well as many useful spreadsheet models.

"Johnathan Mun has previously published a number of very popular books dealing with different aspects of risk analysis–associated techniques and tools. This last publication puts all the pieces together. The book is really unavoidable for any professional who wants to address risk evaluation following a logical, concrete, and conclusive approach."
—Jean Louis Vaysse, Deputy Vice President, Marketing, Airbus (France)

"Dr. Mun breaks through the hyperbole and presents a clear, step-by-step approach revealing to readers how quantitative methods and tools can truly make a difference. In short, he teaches you what is relevant and is a 'must know.' I highly recommend this book, especially if you want to effectively incorporate the latest technologies into your decision-making process for your real-world business."
—Dr. Paul W. Finnegan, MD, MBA, Vice President, Commercial Operations and Development, Alexion Pharmaceuticals, Inc.

"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.

"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

"Every year the market of managerial books is flooded again and again. This book is different. It puts a valuable tool into the hands of corporate managers who are willing to stand up against uncertainties and risks and are determined to deliver value to shareholder and society, even in rough times. It is a book for the new generation of managers, for whom Corporate America is waiting."
—Dr. Markus Götz Junginger, Managing Partner, IBCOL Consulting AG (Switzerland)

From the Inside Flap:

The financial arena is filled with risk, and to successfully operate in this environment, risk analysis should be a part of every business decision you make—from corporate strategy to asset allocation.

Although risk was once seen as something that was both unpredictable and uncontrollable, the evolutionof risk analysis tools and theories has changed the way we look at this important business element.In Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it. Openingwith a brief introduction to uncertainty and risk, this comprehensive guide moves on to detail some of the most important aspects of modeling and analyzing risk within a business environment.

Divided into nine information-packed parts, ModelingRisk provides both a qualitative and quantitativedescription of risk, as well as an introduction to the methods used to identify, predict, quantify, value, hedge, diversify, and manage it. Key concepts include:

  • Model building (decision analysis and modeling)
  • Monte Carlo simulation (risk quantification and prediction)
  • Real options analysis (strategic options and management flexibility)
  • Forecasting (simulation and prediction with and without data)
  • Optimization (combinations of deterministic, dynamic, stochastic, continuous, discrete, and nonlinear problems)
  • Applying risk analysis in a variety of areas (the book includes case studies in pharmaceutical, biotech deal structuring, oil and gas exploration and production, military strategy, financial planning, employee stock options, healthcare administration,and global satellite systems)
  • And much more

To help solidify your understanding of the topics discussed, Modeling Risk is supported by a com?panion CD-ROM that contains innovative trial versions of the author's Risk Simulator and Real Options Super Lattice Solver software, as well as multiple Excel spreadsheet models. With these tools at your disposal, you'll quickly discover how to quantify the risks associated with different types of business uncertainties.

Don't let the threat of risk paralyze your business decisions. Instead, learn how to take advantage of the opportunities that risk presents. By combining expert advice and in-depth business cases with cutting-edge analysis software, Modeling Risk can help you better understand risk and confidently apply your knowledge of it to important business endeavors.

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