Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond

Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond

by Johnathan Mun
     
 

If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you

Overview

If you’re seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications—including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you need to quantitatively assess risk in a range of areas, whether you are a risk manager, business decision-maker, or investor.

Product Details

ISBN-13:
9780470179215
Publisher:
Wiley
Publication date:
05/02/2008
Series:
Wiley Desktop Editions Series, #419
Pages:
1014
Product dimensions:
7.00(w) x 10.10(h) x 2.10(d)

Meet the Author

Johnathan Mun is currently the founder and CEO of Real Options Valuation, Inc., as well as the creator of the Real Options Super Lattice Solver software for real option valuation and Risk Simulator Monte Carlo simulation software. Prior to starting his own firm, he was the vice president of analytics at Decisioneering, Inc. Mun is also a Full Professor at the U.S. Naval Postgraduate School (California) and the University of Applied Sciences (Switzerland and Germany). He has authored numerous books, including Real Options Analysis, Real Options Analysis Course, Modeling Risk (previously titled Applied Risk Analysis before revision and updates), and Valuing Employee Stock Options (all published by Wiley). Mun has also taught and consulted for more than 300 corporations in twenty countries worldwide on risk analysis and real options, and is considered a leading authority on real options and risk analysis.

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