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Author Mun, Johnathan

Title Advanced analytical models : over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond / Johnathan Mun
Published Hoboken, N.J. : Wiley, ©2008


Description 1 online resource (xviii, 1013 pages) : illustrations
Contents Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond; Contents; Preface; Software Applications; Part I: Modeling Toolkit and Risk Simulator Applications; Part II: Real Options SLS Applications; Part III: Real Options Strategic Case Studies -- Framing the Options; Appendix A: List of Models; Appendix B: List of Functions; Appendix C: Understanding and Choosing the Right Probability Distributions; Appendix D: Financial Statement Analysis; Appendix E: Exotic Options Formulae; Appendix F: Measures of Risk
Summary More practitioners are turning to financial modeling to quantitatively estimate the value of a security. This text offers a set of 250 models that cover a wide range of industries and applications, including banking, manufacturing, military, pharmaceutical, financial services, oil and gas, operations research, and more
Notes English
Print version record
Subject Finance -- Mathematical models.
Risk assessment -- Mathematical models
Mathematical models.
Computer simulation.
Models, Theoretical
Computer Simulation
mathematical models.
COMPUTERS -- Computer Simulation.
Computer simulation.
Finance -- Mathematical models.
Mathematical models.
Risk assessment -- Mathematical models.
Form Electronic book
ISBN 9780470258118