Mastering Risk Modelling : A Practical Guide to Modelling Uncertainty with Microsoft Excel

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

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