Mastering Risk Modelling: A Practical Guide to Modelling Uncertainty with Excel
0273659782

Alastair Day, Systematics Ltd

Publisher: Financial Times Press
Copyright: 2003
Format: Paper Bound with Disk; 416 pp

ISBN-10: 0273659782
ISBN-13:9780273659785

Our Price: £55.00
Status: Instock
Published: 11 Sep 2003

Description

This book will provide you with a practical guide to using and applying risk and uncertainty modelling with Excel.
Table Of Contents

1. Introduction and Overview.
2. Review of Model Design.
3. Risk and Uncertainty.
4. Project Finance Model.
5. Simulation.
6. Financial Analysis.
7. Credit Risk.
8. Risk Management.
9. Equity Valuation.
10. Equities.
11. Value at Risk.
12. Bonds.
13. Credit Risk and Credit Metrics.
14. Options.
Appendix.
Bibliography.
Software specification.
Installation.
Features

  • Provides a practical guide to using Excel to apply risk and uncertainty models.
  • Enables a better understanding and management of risk.
  • Improves students' abilities with Excel and model design.
  • Provides a library of templates for further development and an illustration of the methods.