Примеры, официальные документы и книги

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White Papers:

• A Quick Primer on Risk and Decision Analysis for Everyone: Applying Monte Carlo Simulation, Real Options, Forecasting, and Portfolio Optimization
• A Quick Risk Primer for Actuaries, Insurance Companies, and Banks
• A Quick Risk Primer for the Military
• A Comparison between Real Options and Traditional Analysis in Layman’s Terms

Case Studies:

• Alternate Uses of Real Estate Development Strategy (Real Options and Monte Carlo Simulation)
• Basel II/III Credit Risk and Market Risk
• Biopharmaceutical Industry’s Manufacturing Flexibility (Real Options)
• Boeing Company and the Global Earth Observation System of Systems (Real Options)
• Convertible Warrants/Protective Puts in Negotiation and Acquisitions (Financial Options)
• Credit Risk Analysis in Corporate Restructuring (Simulation and Optimization)
• Financial Planning with Simulation (Monte Carlo Simulation)
• High-Tech Manufacturing (Real Options and Simulation)
• Hospital Risk Management (Simulation and Queuing Theory)
• How Real Options Mitigates IT Enterprise Security Risks
• Integrated Risk Analysis (Real Options, Simulation, Forecasting, Optimization)
• IT Information Security Intrusion Risk Management
• Manufacturing in the Automotive Aftermarket (Simulation and Optimization)
• Oil and Gas Exploration and Production (Simulation)
• Case Study Oil and Gas Lease Negotiations State of California
• Oil and Gas Option to Defer (Real Options)
• Pharmaceutical and Biotech Deal Structuring (Real Options and Simulation)
• Pharmaceutical Stage-Gate Development with Sequential Compound Options (Real Options)
• Real Options in the U.S. Military Strategy (Real Options Analysis and KVA Analysis)
• Risk Analysis and Real Options in Real Estate Development (Real Options and Simulation)
• Risk-Based Executive Compensation Valuation (Simulation and Financial Options)
• Risk Based Schedule Planning
• U.S. Naval Strategic Warfare Intelligence (Real Options)
• Valuing Employee Stock Options Under 2004 FAS 123R (Financial Options)

Applied Examples:

• Multinomial Options
• Options to Abandon
• Options to Choose
• Options to Contract
• Options to Expand
• Sequential Compound Options

• Forecasting – ARIMA (autoregressive integrated moving average)
• Forecasting – Cubic and Nonlinear Splines
• Forecasting – Exponential J and Logistic S Curves
• Forecasting – Markov Switching Regime
• Forecasting – Nonlinear Extrapolation
• Forecasting – Regression and Basic Econometrics
• Forecasting – Stochastic Processes (random walk, mean reversion, jump diffusion)
• Forecasting – Time-Series Decomposition

• Optimization – Continuous Portfolio Optimization
• Optimization – Discrete Project Selection
• Optimization – Efficient Frontier
• Optimization – Inventory Optimization
• Optimization – Optimal Pricing with Elasticity
• Optimization – Optimal Timing
• Optimization – Stochastic Optimization

• Project Management (PERT, CPM, Time and Cost Estimation)
• Risk Simulation Basics
• Six Sigma – CPK Capability, Control Charts, Specification Models
• Six Sigma – Parametric and Nonparametric Hypothesis Tests
• Six Sigma – Sample Size Determination
• Six Sigma – Statistical Probability Determination

Sample Book Chapters:

• Chapter 1 from Real Options Analysis, Second Edition (Wiley 2005)
• Chapter 1 from Modeling Risk: Applying Simulation, Real Options, Forecasting, Optimization (Wiley 2006)
• Chapter 2 from Modeling Risk: Applying Simulation, Real Options, Forecasting, Optimization (Wiley 2006)