Mastering Risk Modelling

Name: Mastering Risk Modelling
Brand: Pearson Education
Price: 763 SEK
Availability: InStock

A Practical Guide to Modelling Uncertainty with Microsoft Excel

AvAlastair Day

Pearson Education

2008

Del i serien The Mastering Series

763 kr

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Beskrivning

Risks are everywhere in the business world. Mastering Risk Modelling provides the busy financial manager with useful tips andpractical templates for assessing, applying and modelling risk and uncertainty in Excel. The book is designed specifically to be of help to you if you don’t have time to start from scratch – it will improve your abilities in Excel and give you a library of basic examples that you can use as a basis for further development.

It covers:

• Review of model design

• Risk and uncertainty

• Credit risk

• Project finance

• Financial analysis

• Valuation

• Options

• Bonds

• Equities

• Value at risk

• Simulation

This second edition contains brand new chapters:

• Revised models

• More material on credit risk modelling e.g. portfolios, bankruptcy models

• Shows dual 2003/2007 Excel key strokes

• More theory especially on statistics in Excel

• Basic statistics in Excel – tools and methods

• Capacity to borrow and repay

• Finding optimum mix of risk and return

• Fixed income risk models

• Visual Basic approach

Produktinformation

Märke:Pearson Education
Utgivningsdatum:2008-11-27
Höjd:170 x 292 x 22 mm
Vikt:660 g
Språk:Engelska
Serie:The Mastering Series
Antal sidor:408
Upplaga:2
Förlag:Pearson Education
EAN:9780273719298

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap
Redovisning och finansiering inom Ekonomi och Ledarskap
Affärsapplikationer inom Data och IT

Innehållsförteckning

ConventionsOverview 1 IntroductionScope of the bookExample modelObjectives of risk modellingSummary 2 Review of model designIntroductionDesign objectivesCommon errorsExcel featuresFormatsNumber formatsLines and bordersColour and patternsSpecific colour for inputs and resultsData validationControls – combo boxes and buttonsConditional formattingUse of functions and types of functionsAdd-ins for more functionsText and updated labelsRecording a version number, author, etc.Using namesPasting a names tableComment cellsGraphicsDynamic graphs to plot individual seriesData tablesScenariosSpreadsheet auditingSummary 3 Risk and uncertaintyIntroductionRiskUncertaintyResponse to riskMethodsSummary 4 Project financeIntroductionRequirementsAdvantagesRisksRisk analysisRisk mitigationFinancial modelInputsSensitivity and cost of capitalConstruction, borrowing and outputAccounting schedulesManagement analysis and summariesSummary 5 SimulationIntroductionBuilding blocksProcedureReal estate exampleSummary 6 Financial analysisIntroduction