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Modeling Risk

Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization

Modeling Risk

Abstract

Preface. What's New in the Second Edition. Acknowledgments. About the Author. Introduction. PART ONE: Risk Identification. CHAPTER 1: Moving Beyond Uncertainty. PART TWO: Risk Evaluation. CHAPTER 2: From Risk to Riches. CHAPTER 3: A Guide to Model-Building Etiquette. PART THREE: Risk Quantification. CHAPTER 4: On the Shores of Monaco. CHAPTER 5: Test Driving Risk Simulator. CHAPTER 6: Pandora's Toolbox. PART FOUR: Industry Applications. CHAPTER 7: Extended Business Cases I: Pharmaceutical and Biotech Negotiations, Oil and Gas Exploration, Financial Planning with Simulation, Hospital Risk Management, Risk-Based Executive Compensation Valuation, and Risk-Based Schedule Planning. PART FIVE: Risk Prediction. CHAPTER 8: Tomorrow's Forecast Today. CHAPTER 9: Using the Past to Predict the Future. PART SIX: Risk Diversification. CHAPTER 10: The Search for the Optimal Decision. CHAPTER 11: Optimization Under Uncertainty. PART SEVEN: Risk Mitigation. CHAPTER 12: What Is So Real About Real Options, and Why Are They Optional? CHAPTER 13: The Black Box Made Transparent: Real Options Super Lattice Solver Software. PART EIGHT: More Industry Applications. CHAPTER 14: Extended Business Cases II: Real Estate, Banking, Military Strategy, Automotive Aftermarkets, Global Earth Observation Systems, Employee Stock Options, Oil and Gas Royalty Lease Negotiations, Real Options and IT Enterprise Risk Security, Basel II Credit and Market Risk Analysis, and IT Information Security Intrusion Risk Management. PART NINE: Risk Management. CHAPTER 15: The Warning Signs. CHAPTER 16: Changing a Corporate Culture. Notes. Tables You Really Need. Answers to End of Chapter Questions. About the DVD-ROM. Index.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
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