Business risk and simulation modelling in practice
Subtitle: using Excel, VBA and @RISK
By: Michael Rees
Series: Wiley finance series; Wiley finance series
Published: 2015
Language: eng
Number of pages: 438
ISBN-13: 9781118904053
Subjects: Risk management; Microsoft Excel (Computer file); Computer simulation; Visual Basic for Applications (Computer program language); Data processing
Notes: Includes index.
Table of contents: title: Part 1. An introduction to risk assessment: its uses, processes, approaches, benefits and challenges. The context and uses of risk assessment; title: Key stages of the general risk assessment process; title: Approaches to risk assessment and quantification; title: Full integrated risk modelling: decision-support benefits; title: Organisational challenges relating to risk modelling; title: Part II. The design of risk models: principles, processes and methodology. Principles of simulation methods; title: Core principles of risk model design; title: Measuring risk using statistics of distribution; title: The selection of distributions for use in risk models; title: Creating samples from distributions; title: Modelling dependencies between source of risk; title: Part III. Getting started wtih simulation in practice. Using Excel/VBA for simulation modelling; title: Using @RISK for simulation modelling.