Financial Modeling with Crystal Ball and Excel, + Website (Wiley Finance)

Financial Modeling with Crystal Ball and Excel, + Website (Wiley Finance)
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作者:
出版社: Wiley
2012-06
版次: 2
ISBN: 9781118175446
定价: 908.60
装帧: 平装
开本: 其他
纸张: 其他
页数: 336页
正文语种: 英语
丛书: Wiley Finance
  • UpdatedlookatfinancialmodelingandMonteCarlosimulationwithsoftwarebyOracleCrystalBallThisrevisedandupdatededitionofthebestsellingbookonfinancialmodelingprovidesthetoolsandtechniquesneededtoperformspreadsheetsimulation.Itanswerstheessentialquestionofwhyriskanalysisisvitaltothedecision-makingprocess,foranyproblemposedinfinanceandinvestment.Thisreliableresourcereviewsthebasicsandcovershowtodefineandrefineprobabilitydistributionsinfinancialmodeling,andexplorestheconceptsdrivingthesimulationmodelingprocess.Italsodiscussessimulationcontrolsandanalysisofsimulationresults.ThesecondeditionofFinancialModelingwithCrystalBallandExcelcontainsinstructions,theory,andpracticalexamplemodelstohelpapplyriskanalysistosuchareasasderivativepricing,costestimation,portfolioallocationandoptimization,creditrisk,andcashflowanalysis.Itincludestheresourcesneededtodevelopessentialskillsintheareasofvaluation,pricing,hedging,trading,riskmanagement,projectevaluation,creditrisk,andportfoliomanagement.OffersanupdatededitionofthebestsellingbookcoveringthenewestversionofOracleCrystalBallContainsvaluableinsightsonMonteCarlosimulation—anessentialskillappliedbymanycorporatefinanceandinvestmentprofessionalsWrittenbyJohnCharnes,theformerfinancedepartmentchairattheUniversityofKansasandseniorvicepresidentofglobalportfoliostrategiesatBankofAmerica,whoiscurrentlyPresidentandChiefDataScientistatSyntelliSolutions,Inc.RiskAnalyticsandPredictiveIntelligenceDivision(SyntelliRAPID)Engagingandinformative,thisbookisavitalresourcedesignedtohelpyoubecomemoreadeptatfinancialmodelingandsimulation. JohnCharnes,PhD,MBA,isPresidentoftheRiskAnalyticsandPredictiveIntelligenceDivision(RAPID)ofSyntelliSolutionsInc.Priortothis,hewasfinancedepartmentchairattheUniversityofKansasandseniorvicepresidentofglobalportfoliostrategiesatBankofAmerica.CharnescreatedtheCrystalBallTrainingCD,amultimediacourseonthebasicelementsofstochasticmodelingwithCrystalBall,acquiredbyOracle.Hisspecialtyistheapplicationofcomputersimulationandstatisticalmethodsforidentifyingandsolvingbusinessproblems,includingtheuseofsimulationforoptionpricingandhedgingwithderivativestocomplywithFinancialAccountingStandard(FAS)133.
  • 内容简介:
    UpdatedlookatfinancialmodelingandMonteCarlosimulationwithsoftwarebyOracleCrystalBallThisrevisedandupdatededitionofthebestsellingbookonfinancialmodelingprovidesthetoolsandtechniquesneededtoperformspreadsheetsimulation.Itanswerstheessentialquestionofwhyriskanalysisisvitaltothedecision-makingprocess,foranyproblemposedinfinanceandinvestment.Thisreliableresourcereviewsthebasicsandcovershowtodefineandrefineprobabilitydistributionsinfinancialmodeling,andexplorestheconceptsdrivingthesimulationmodelingprocess.Italsodiscussessimulationcontrolsandanalysisofsimulationresults.ThesecondeditionofFinancialModelingwithCrystalBallandExcelcontainsinstructions,theory,andpracticalexamplemodelstohelpapplyriskanalysistosuchareasasderivativepricing,costestimation,portfolioallocationandoptimization,creditrisk,andcashflowanalysis.Itincludestheresourcesneededtodevelopessentialskillsintheareasofvaluation,pricing,hedging,trading,riskmanagement,projectevaluation,creditrisk,andportfoliomanagement.OffersanupdatededitionofthebestsellingbookcoveringthenewestversionofOracleCrystalBallContainsvaluableinsightsonMonteCarlosimulation—anessentialskillappliedbymanycorporatefinanceandinvestmentprofessionalsWrittenbyJohnCharnes,theformerfinancedepartmentchairattheUniversityofKansasandseniorvicepresidentofglobalportfoliostrategiesatBankofAmerica,whoiscurrentlyPresidentandChiefDataScientistatSyntelliSolutions,Inc.RiskAnalyticsandPredictiveIntelligenceDivision(SyntelliRAPID)Engagingandinformative,thisbookisavitalresourcedesignedtohelpyoubecomemoreadeptatfinancialmodelingandsimulation.
  • 作者简介:
    JohnCharnes,PhD,MBA,isPresidentoftheRiskAnalyticsandPredictiveIntelligenceDivision(RAPID)ofSyntelliSolutionsInc.Priortothis,hewasfinancedepartmentchairattheUniversityofKansasandseniorvicepresidentofglobalportfoliostrategiesatBankofAmerica.CharnescreatedtheCrystalBallTrainingCD,amultimediacourseonthebasicelementsofstochasticmodelingwithCrystalBall,acquiredbyOracle.Hisspecialtyistheapplicationofcomputersimulationandstatisticalmethodsforidentifyingandsolvingbusinessproblems,includingtheuseofsimulationforoptionpricingandhedgingwithderivativestocomplywithFinancialAccountingStandard(FAS)133.
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