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Modeling Risk: Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization Johnathan Mun
Publisher: Wiley

Recursive Models of Dynamic Linear Economies.pdf. Equity Management - Quantitative Analysis for Stock Selection.pdf. Real-World Quantitative Finance.pdf. Steve Hoye (Decisioneering) showed how Monte Carlo simulations of different granularity can be combined to provide a decision support environment for a multi project development portfolio. Nov 18, 2006 - David Meinert, petroleum engineer with Chevron, described a stochastic model of drilling schedules to evaluate the effects of slippage on the development of a deepwater asset. Rocket Science for Traders.pdf. Oct 31, 2013 - Trader101 - Basket Method Made Easy.pdf 520 bytes nancial\Portfolio Management Active Portfolio Management.pdf. I especially welcome correspondence from people interested in these projects. Introduction to Modern Portfolio Optimization With NUOPT Rare Event Simulation using Monte Carlo Methods.pdf. Feb 1, 2001 - My more recent projects, e.g., Ideas by Statistical Mechanics (ISM) and Real Options for Project Schedules (ROPS), span many disciplines and businesses.