| Document Type
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BL
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| Record Number
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995820
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| Doc. No
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b750190
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| Main Entry
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Mun, Johnathan.
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| Title & Author
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Advanced analytical models : : over 800 models and 300 applications from the Basel II Accord to Wall Street and beyond /\ Johnathan Mun.
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| Publication Statement
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Hoboken, N.J. :: Wiley,, ©2008.
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| Series Statement
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Wiley finance series
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| Page. NO
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1 online resource (xviii, 1013 pages) :: illustrations
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| ISBN
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047025811X
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: 1119197090
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: 6611732616
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: 9780470258118
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: 9781119197096
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: 9786611732615
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047017921X
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1281732613
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9780470179215
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9781281732613
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| Contents
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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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| Abstract
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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.
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| Subject
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Computer simulation.
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| Subject
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Finance-- Mathematical models.
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Mathematical models.
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Risk assessment-- Mathematical models.
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Computer simulation.
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COMPUTERS-- Computer Simulation.
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| Subject
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Finance-- Mathematical models.
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| Subject
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Mathematical models.
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| Subject
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Risk assessment-- Mathematical models.
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| Dewey Classification
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003/.3
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| LC Classification
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HG106.M86 2008eb
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