Applied Analytics - Credit, Market, Operational, and Liquidity Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecast

By Dr. Johnathan Mun

Book Overview

The Applied CQRM Book Series showcases how the advanced analytics covered in the Certified in Quantitative Risk Management (CQRM) certification program can be applied to real-life business problems. In Volume V, we show how Credit, Market, Operational, and Liquidity (CMOL) Risks can be modeled using the CMOL software, Risk Simulator, and Modeling Toolkit. Pragmatic applications are emphasized in order to demystify the many elements inherent in risk analysis. A black box will remain a black box if no one can understand the concepts despite its power and applicability. It is only when the black box methods become transparent, so that researchers can understand, apply, and convince others of their results, value-add, and applicability, that the approaches will receive widespread attention. This transparency is achieved through step-by-step applications of quantitative modeling as well as through presenting multiple cases and discussing real-life applications. This book is targeted at those individuals who have completed the CQRM certification program but can also be used by anyone familiar with basic quantitative research methods--there is something for everyone. It is also applicable for use as a second-year MBA/MS-level or introductory PhD textbook. The examples in the book assume some prior knowledge of the subject matter. Additional information on the CQRM program can be obtained at: www.iiper.org www.realoptionsvaluation.com

• Format: Paperback
• Language: English
• ISBN: 1734481145
• ISBN13: 9781734481143
• Release Date: January 2020
• Publisher: Iiper Press
• Length: 212 Pages
• Weight: 0.64 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"