Readings in Certified Quantitative Risk Management (CQRM)
Author : Johnathan Mun
Publisher :
Page : 736 pages
File Size : 24,99 MB
Release : 2015
Category :
ISBN : 9781513602264
Readings in Certified Quantitative Risk Management (CQRM)
Author : Johnathan C. Mun
Publisher : Createspace Independent Publishing Platform
Page : 736 pages
File Size : 42,2 MB
Release : 2015-07-04
Category : Certified Quantitative Risk Management
ISBN : 9781515114406
Book Description
Readings in Certified Quantitative Risk Management (CQRM) with advanced analytics applications in Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, Portfolio Optimization, Data Analytics, Business Intelligence, and Decision Modeling
Certified Quantitative Risk Management
Author : Johnathan Mun
Publisher : Createspace Independent Publishing Platform
Page : 272 pages
File Size : 23,92 MB
Release : 2015-07-18
Category :
ISBN : 9781515142188
Book Description
Lecture Slides for CQRM 2015
Credit Engineering for Bankers
Author : Morton Glantz
Publisher : Academic Press
Page : 557 pages
File Size : 47,49 MB
Release : 2010-11-25
Category : Business & Economics
ISBN : 0123785863
Book Description
More efficient credit portfolio engineering can increase the decision-making power of bankers and boost the market value of their banks. By implementing robust risk management procedures, bankers can develop comprehensive views of obligors by integrating fundamental and market data into a portfolio framework that treats all instruments similarly. Banks that can implement strategies for uncovering credit risk investments with the highest return per unit of risk can confidently build their businesses. Through chapters on fundamental analysis and credit administration, authors Morton Glantz and Johnathan Mun teach readers how to improve their credit skills and develop logical decision-making processes. As readers acquire new abilities to calculate risks and evaluate portfolios, they learn how credit risk strategies and policies can affect and be affected by credit ratings and global exposure tracking systems. The result is a book that facilitates the discipline of market-oriented portfolio management in the face of unending changes in the financial industry. - Concentrates on the practical implementation of credit engineering strategies and tools - Demonstrates how bankers can use portfolio analytics to increase their insights about different groups of obligors - Investigates ways to improve a portfolio's return on risk while minimizing probability of insolvency
Modeling Risk
Author : Johnathan Mun
Publisher : John Wiley & Sons
Page : 626 pages
File Size : 25,2 MB
Release : 2006-07-21
Category : Business & Economics
ISBN : 0470009772
Book Description
This completely revised and updated edition of Applied Risk Analysis includes new case studies in modeling risk and uncertainty as well as a new risk analysis CD-ROM prepared by Dr. Mun. On the CD-ROM you'll find his Risk Simulator and Real Options Super Lattice Solver software as well as many useful spreadsheet models. "Johnathan Mun's book is a sparkling jewel in my finance library. Mun demonstrates a deep understanding of the underlying mathematical theory in his ability to reduce complex concepts to lucid explanations and applications. For this reason, he's my favorite writer in this field." —Janet Tavakoli, President, Tavakoli Structured Finance, Inc. and author of Collateralized Debt Obligations and Structured Finance "A must-read for product portfolio managers . . . it captures the risk exposure of strategic investments, and provides management with estimates of potential outcomes and options for risk mitigation." —Rafael E. Gutierrez, Executive Director of Strategic Marketing and Planning, Seagate Technology, Inc. "Once again, Dr. Mun has created a 'must-have, must-read' book for anyone interested in the practical application of risk analysis. Other books speak in academic generalities, or focus on one area of risk application. [This book] gets to the heart of the matter with applications for every area of risk analysis. You have a real option to buy almost any book?you should exercise your option and get this one!" —Glenn Kautt, MBA, CFP, EA, President and Chairman, The Monitor Group, Inc. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
Real Options Analysis Course
Author : Johnathan Mun
Publisher : John Wiley & Sons
Page : 321 pages
File Size : 42,90 MB
Release : 2003-04-15
Category : Business & Economics
ISBN : 0471465348
Book Description
Praise for Real Options Analysis Course "Dr. Mun's latest book is a logical extension of the theory and application presented in Real Options Analysis. More specifically, the Real Options Analysis Course presents numerous real options examples and provides the reader with step-by-step problem-solving techniques. After having read the book, readers will better understand the underlying theory and the opportunities for applying real option theory in corporate decision-making." -Chris D. Treharne, President, Gibraltar Business Appraisals, Inc. "This text provides an excellent follow up to Dr. Mun's first book, Real Options Analysis. The cases in Real Options Analysis Course provide numerous examples of how the use of real options and the Real Options Analysis Toolkit software can assist in the valuation of strategic and managerial flexibility in a variety of arenas." -Charles T. Hardy, PhD, Chief Financial Officer & Director of Business Development, Panorama Research, Inc. "Most of us come to real options from the perspective of our own areas of expertise. Mun's great skill with this book is in making real options analysis understandable, relevant, and immediately applicable to the field within which you are working." -Robert Fourt, Partner, Gerald Eve (UK) "Mun provides a practical step-by-step guide to applying simulation and real options analysis-invaluable to those of us who are no longer satisfied with conventional valuation approaches alone." -Fred Kohli, Head of Portfolio Management, Syngenta Crop Protection Ltd. (Switzerland)
Advanced Analytical Models
Author : Johnathan Mun
Publisher : John Wiley & Sons
Page : 1035 pages
File Size : 26,97 MB
Release : 2008-06-23
Category : Business & Economics
ISBN : 047025811X
Book Description
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.
Platforms and Artificial Intelligence
Author : Ahmed Bounfour
Publisher : Springer Nature
Page : 308 pages
File Size : 12,15 MB
Release : 2022-03-28
Category : Business & Economics
ISBN : 3030901920
Book Description
Artificial intelligence (AI) and platforms are closely related. Most investments in AI, especially in critical technologies, are provided by large platforms. This book describes how platforms invest in AI and how AI will impact the next generation of competences, following a twofold approach to do so: on the one hand, the book seeks to understand how platforms for investment in intangibles and AI are organized, but on the other hand, it provides a framework to describe how AI will change jobs and competences in the future. Moreover, the book addresses five main themes: 1. platforms, platformization, and the foundations of their business models; 2. artificial intelligence, technological tendencies, and the policy agenda; 3. artificial intelligence, productivity, and the next generation of competences; 4. artificial intelligence, productivity, and the digital divide; 5. artificial intelligence, ethics, and the post-truth society. The book’s content is mostly based on papers presented at the last two installments of the World Conference on Intellectual Capital for Communities. It brings together the views of leading scholars and experts on how artificial intelligence and platformization will impact competences in the near future.
Valuing Employee Stock Options
Author : Johnathan Mun
Publisher : John Wiley & Sons
Page : 335 pages
File Size : 19,38 MB
Release : 2004-10-13
Category : Business & Economics
ISBN : 0471706027
Book Description
A comprehensive guide to understanding the implications andapplications of valuing employee stock options in light of the newFAS 123 requirements Due to the new requirements of the Proposed Statement of FinancialAccounting Standards (FAS 123) released by the Financial AccountingStandards Board (FASB)-namely the fact that employee servicesreceived in exchange for equity instruments be recognized infinancial statements-companies are now scrambling to learn how tovalue and expense employee stock options (ESOs). Based on authorDr. Johnathan Mun's consulting and advisory work with the FASBconsulting projects with several Fortune 500 firms, ValuingEmployee Stock Options provides readers with a comprehensive lookat this complex issue. Filled with valuable information on binomial lattice andclosed-form modeling techniques, Valuing Employee Stock Options canhelp financial professionals make informed decisions whenattempting to ascertain the fair-market value of ESOs under the newrequirements. Johnathan Mun, PhD, MBA, MS, CFC, FRM (San Francisco, CA), is VicePresident of Analytical Services at Decisioneering, Inc., themakers of Crystal Ball analytical software. He is also the authorof Applied Risk Analysis (0-471-47885-7), Real Options Analysis(0-471-25696-X), and Real Options Analysis Course (0-471-43001-3),all of which are published by Wiley.
The Banker's Handbook on Credit Risk
Author : Morton Glantz
Publisher : Academic Press
Page : 433 pages
File Size : 36,47 MB
Release : 2008-04-23
Category : Business & Economics
ISBN : 0080570054
Book Description
The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems. The book comes complete with a DVD filled with sample modeling videos, case studies, and software applications to help the reader get started immediately. The various trial software applications included allows the reader to quickly access the approximately 670 modeling functions, 250 analytical model templates, and powerful risk-based simulation software to help in the understanding and learning of the concepts covered in the book, and also to use the embedded functions and algorithms in their own models. In addition, the reader can get started quickly in running risk-based Monte Carlo simulations, run advanced forecasting methods, and perform optimization on a myriad of situations, as well as structure and solve customized real options and financial options problems. - Only book to show bankers step by step how to comply with Basel II regulations on credit risk - Over 150 hands-on software applications included on the DVD accompanying the book, including sample modeling videos - Provides all the latest quantitative tools
