Mastering Risk Modelling: A practical guide to modelling uncertainty with Microsoft Excel (With CD)

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Mastering Risk Modelling is a practical guide to modelling. It’s designed to provide useful templates for applying risk and uncertainty. It provides the busy financial manager with useful tips and practical 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. Salient Features 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 About The Author Alastair Day has worked in the finance industry for 20 years in treasury and marketing functions. He is an associate lecturer in corporate finance with the OUBS, and other publications include books such as The Financial Director’s Guide to Purchasing Leasing. Table of Contents 1. Introduction 2. Review of model design 3. Risk and uncertainty 4. Project finance 5. Simulation 6. Financial analysis 7. Credit risk 8. Valuation 9. Bonds 10. Options 11. Real options 12. Equities 13. Risk adjusted returns 14. Value at risk 15. Credit value at risk