Modeling risk:applying Monte Carlo risk simulation, strategic real options, stochastic forecasting, and portfolio optimization
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Main Authors: | |
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Published: |
Wiley,
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Publisher Address: | Hoboken, N.J. |
Publication Dates: | c2010. |
Literature type: | Book |
Language: | English |
Edition: | 2nd ed. |
Series: |
Wiley finance |
Subjects: | |
Carrier Form: | xxiii, 986 p.: ill. ; 24 cm. +1 DVD-ROM (4 3/4 in.). |
ISBN: |
9780470592212 (hardback) 0470592214 (hardback) |
Index Number: | F831 |
CLC: | F831.59 |
Call Number: | F831.59/M963/2nd.ed. |
Contents: |
Includes bibliographical references and index. Moving beyond uncertainty -- From risk to riches -- A guide to model-building etiquette -- On the shores of Monaco -- Test driving risk simulator -- Pandora's toolbox -- Extended business cases I : pharmaceutical and biotech negotiations, oil and gas exploration, financial planning with simulation, hospital risk management, risk-based executive compensation valuation, and risk-based schedule planning -- Tomorrow's forecast today -- Using the past to predict the future -- The search for the optimal decision -- Optimization under uncertainty -- What is so real about real options, and why are they optional? ... |