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 / Johnathan Mun.

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...

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Bibliographic Details
Main Author: Mun, Johnathan
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2008.
Subjects:
Finance > Mathematical models.
Risk assessment > Mathematical models.
Mathematical models.
Computer simulation.
mathematical models.
simulation.
COMPUTERS > Computer Simulation.
Computer simulation
Finance > Mathematical models
Mathematical models
Risk assessment > Mathematical models
Online Access:Click for online access
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.

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