LEADER 05406nam 2200721Ia 450 001 9910806228403321 005 20240418065122.0 010 $a1-119-19709-0 010 $a1-281-73261-3 010 $a9786611732615 010 $a0-470-25811-X 035 $a(CKB)1000000000537116 035 $a(EBL)353286 035 $a(OCoLC)646761900 035 $a(SSID)ssj0000097602 035 $a(PQKBManifestationID)11108625 035 $a(PQKBTitleCode)TC0000097602 035 $a(PQKBWorkID)10120007 035 $a(PQKB)10717927 035 $a(MiAaPQ)EBC353286 035 $a(Au-PeEL)EBL353286 035 $a(CaPaEBR)ebr10249061 035 $a(CaONFJC)MIL173261 035 $a(EXLCZ)991000000000537116 100 $a20080711d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAdvanced analytical models$b[electronic resource] $eover 800 models and 300 applications from the Basel II Accord to Wall Street and beyond /$fJohnathan Mun 205 $a1st ed. 210 $aHoboken, N.J. $cWiley$dc2008 215 $a1 online resource (1034 p.) 225 1 $aWiley finance series 300 $aIncludes index. 311 $a0-470-17921-X 327 $aAdvanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond; Contents; Preface; Software Applications; Part I: Modeling Toolkit and Risk Simulator Applications; INTRODUCTION TO THE MODELING TOOLKIT SOFTWARE; INTRODUCTION TO RISK SIMULATOR; RUNNING A MONTE CARLO SIMULATION; USING FORECAST CHARTS AND CONFIDENCE INTERVALS; CORRELATIONS AND PRECISION CONTROL; TORNADO AND SENSITIVITY TOOLS IN SIMULATION; SENSITIVITY ANALYSIS; DISTRIBUTIONAL FITTING: SINGLE VARIABLE AND MULTIPLE VARIABLES; BOOTSTRAP SIMULATION; HYPOTHESIS TESTING 327 $aDATA EXTRACTION, SAVING SIMULATION RESULTS, AND GENERATING REPORTSREGRESSION AND FORECASTING DIAGNOSTIC TOOL; STATISTICAL ANALYSIS TOOL; DISTRIBUTIONAL ANALYSIS TOOL; PORTFOLIO OPTIMIZATION; OPTIMIZATION WITH DISCRETE INTEGER VARIABLES; FORECASTING; 1. Analytics- Central Limit Theorem; 2. Analytics- Central Limit Theorem-Winning Lottery Numbers; 3. Analytics- Flaw of Averages; 4. Analytics- Mathematical Integration Approximation Model; 5. Analytics- Projectile Motion; 6. Analytics- Regression Diagnostics; 7. Analytics- Ships in the Night; 8. Analytics- Statistical Analysis 327 $a9. Analytics- Weighting of Ratios10. Credit Analysis- Credit Premium; 11. Credit Analysis- Credit Default Swaps and Credit Spread Options; 12. Credit Analysis- Credit Risk Analysis and Effects on Prices; 13. Credit Analysis- External Debt Ratings and Spread; 14. Credit Analysis- Internal Credit Risk Rating Model; 15. Credit Analysis- Profit Cost Analysis of New Credit; 16. Debt Analysis- Asset-Equity Parity Model; 17. Debt Analysis- Cox Model on Price and Yield of Risky Debt with Mean-Reverting Rates; 18. Debt Analysis- Debt Repayment and Amortization 327 $a19. Debt Analysis- Debt Sensitivity Models20. Debt Analysis- Merton Price of Risky Debt with Stochastic Asset and Interest; 21. Debt Analysis- Vasicek Debt Option Valuation; 22. Debt Analysis- Vasicek Price and Yield of Risky Debt; 23. Decision Analysis- Decision Tree Basics; 24. Decision Analysis- Decision Tree with EVPI, Minimax, and Bayes' Theorem; 25. Decision Analysis- Economic Order Quantity and Inventory Reorder Point; 26. Decision Analysis- Economic Order Quantity and Optimal Manufacturing; 27. Decision Analysis- Expected Utility Analysis; 28. Decision Analysis- Inventory Control 327 $a29. Decision Analysis- Queuing Models30. Exotic Options- Accruals on Basket of Assets; 31. Exotic Options- American, Bermudan, and European Options with Sensitivities; 32. Exotic Options- American Call Option on Foreign Exchange; 33. Exotic Options- American Call Options on Index Futures; 34. Exotic Options- American Call Option with Dividends; 35. Exotic Options- Asian Lookback Options Using Arithmetic Averages; 36. Exotic Options- Asian Lookback Options Using Geometric Averages; 37. Exotic Options- Asset or Nothing Options; 38. Exotic Options- Barrier Options 327 $a39. Exotic Options- Binary Digital Options 330 $aIf you're seeking solutions to advanced and even esoteric problems, Advanced Analytical Models goes beyond theoretical discussions of modeling by facilitating a thorough understanding of concepts and their real-world applications-including the use of embedded functions and algorithms. This reliable resource will equip you with all the tools you need to quantitatively assess risk in a range of areas, whether you are a risk manager, business decision-maker, or investor. 410 0$aWiley finance series. 606 $aFinance$xMathematical models 606 $aRisk assessment$xMathematical models 606 $aMathematical models 606 $aComputer simulation 615 0$aFinance$xMathematical models. 615 0$aRisk assessment$xMathematical models. 615 0$aMathematical models. 615 0$aComputer simulation. 676 $a003/.3 676 $a332.015118 700 $aMun$b Johnathan$0522724 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910806228403321 996 $aAdvanced analytical models$91131373 997 $aUNINA