Mun Jonathan - Modeling Risk. Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, And Optimization Techniques.pdf - Stock Exchange. Forex(1) - kmichalo1

Modeling

Risk

Founded in 1807, John Wiley & Sons is the oldest independent publishing

company in the United States. With offices in North America, Europe, Aus-

tralia, and Asia, Wiley is globally committed to developing and marketing

print and electronic products and services for our customers’ professional

and personal knowledge and understanding.

The Wiley Finance series contains books written specifically for finance

and investment professionals as well as sophisticated individual investors

and their financial advisors. Book topics range from portfolio management

to e-commerce, risk management, financial engineering, valuation, and finan-

cial instrument analysis, as well as much more.

For a list of available titles, visit our Web site at www.WileyFinance.com.

Modeling

Risk

Applying Monte Carlo Simulation,

Real Options Analysis, Forecasting,

and Optimization Techniques

JOHNATHAN MUN

John Wiley & Sons, Inc.

Published by John Wiley & Sons, Inc., Hoboken, New Jersey.

Published simultaneously in Canada.

No part of this publication may be reproduced, stored in a retrieval system, or transmitted in

any form or by any means, electronic, mechanical, photocopying, recording, scanning, or

otherwise, except as permitted under Section 107 or 108 of the 1976 United States Copyright

Act, without either the prior written permission of the Publisher, or authorization through

payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222

Rosewood Drive, Danvers, MA 01923, 978-750-8400, fax 978-646-8600, or on the web at

www.copyright.com. Requests to the Publisher for permission should be addressed to the

Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030,

201-748-6011, fax 201-748-6008, or online at http://www.wiley.com/go/permissions.

Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their

best efforts in preparing this book, they make no representations or warranties with respect

to the accuracy or completeness of the contents of this book and specifically disclaim any

implied warranties of merchantability or fitness for a particular purpose. No warranty may

be created or extended by sales representatives or written sales materials. The advice and

strategies contained herein may not be suitable for your situation. You should consult with a

professional where appropriate. Neither the publisher nor author shall be liable for any loss

of profit or any other commercial damages, including but not limited to special, incidental,

consequential, or other damages.

For general information on our other products and services, or technical support, contact our

Customer Care Department within the United States at 800-762-2974, outside the United

States at 317-572-3993 or fax 317-572-4002.

Designations used by companies to distinguish their products are often claimed as trademarks.

In all instances where John Wiley & Sons, Inc., is aware of a claim, the product names appear

in initial capital or all capital letters. Readers, however, should contact the appropriate

companies for more complete information regarding trademarks and registration.

Wiley also publishes its books in a variety of electronic formats. Some content that appears in

print may not be available in electronic books. For more information about Wiley products,

visit our Web site at www.wiley.com.

Library of Congress Cataloging-in-Publication Data:

Mun, Johnathan.

Modeling risk : applying Monte Carlo simulation, real options analysis, forecasting, and

optimization techniques / Johnathan Mun

p. cm.—(Wiley finance series)

Includes index.

ISBN-13 978-0-471-78900-0 (cloth/cd-rom)

ISBN-10 0-471-78900-3 (cloth/cd-rom)

1. Risk assessment.

2. Risk assessment—Mathematical models.

3. Risk management.

4. Finance—Decision making.

I. Title.

II. Series.

HD61.M7942 2006

658.15—dc22

2005058120

Printed in the United States of America.

10987654321

Mun Jonathan - Modeling Risk. Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, And Optimization Techniques.pdf

Plik z chomika:

Inne pliki z tego folderu:

Inne foldery tego chomika: