Advanced analytical models over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond /

• Main Author: Mun, Johnathan.
• Format: Electronic
• Language: English
• Published: Hoboken, N.J. : Wiley, ©2008.
• Series: Wiley finance series.
• Subjects: Finance > Mathematical models.; Risk assessment > Mathematical models.; Mathematical models.; Computer simulation.; Finance.; COMPUTERS > Computer Simulation.; Electronic books.
• Online Access: View fulltext via EzAccess

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, operation...

Table of 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.