Mastering Risk Modelling - Alastair Day (Mixed media product)

A Practical Guide to Modelling Uncertainty with Microsoft Excel

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Product Details

Barcode
9780273719298
Department
Books
Released
27 Nov 2008
Supply Source
UK

Book

Author
Alastair Day
Subtitle
A Practical Guide to Modelling Uncertainty with Microsoft Excel
Binding
Mixed media product
Publisher
Pearson Education Limited
Edition
2 ed
Series
The Mastering Series
Number of Pages
408
Dimensions
239 x 169 x 22mm (718g)

Summary

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 dont 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

Non-Fiction

General Subject
Business/Economics
BIC Classification 1
Risk assessment
BIC Classification 2
Budgeting & financial management
BIC Classification 3
Excel
Readership
Professional & Vocational

Inside Flap

Mastering Risk Modelling is a practical guide to modelling. Its designed to provide useful templates for applying risk and uncertainty. The book:

 

·        Improves financial managers abilities with Excel

·         Demonstrates a systematic method of developing Excel models for fast development and reduced errors

·         Provides a library of basic templates for further development  all on an enclosed CD for immediate use

This fully revised and updated guide is an essential companion for all those who work with risk model design and those who want to build more complex models.

 

New material in this edition includes:

·        Thoroughly revised models

·        More material on credit risk modelling such as portfolios, VaR and bankruptcy models

·        Dual 2003/2007 Excel key strokes

·        The use of statistics in Excel  - tools and methods

·        Advice on capacity to borrow and repay

·        Finding optimum mix of risk and return

·        Fixed income risk models

·        Visual Basic approach