Real Options Analysis: Tools and Techniques, 1st Edition (Wiley 2002)

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  • June 24, 2015
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Real Options Analysis by Dr. Johnathan Mun (Wiley 2002), provides you with a comprehensive overview of the real options methodology and explores the tools and techniques inherent in this method … Continue Reading →


Real Options Analysis Course: Business Cases (Wiley, 2002)

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  • June 17, 2015
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In his groundbreaking book Real Options Analysis, real options expert Johnathan Mun provided a qualitative and quantitative description of real options, the methods used in solving them, why and when … Continue Reading →


Applied Risk Analysis: Moving Beyond Uncertainty, 1st Edition (Wiley, 2003)

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  • June 11, 2015
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Applied Risk Analysis by Dr. Johnathan Mun (Wiley 2003), includes a CD-ROM with a series of Excel worksheet models  ranging from stochastic simulations to resource optimization. The book and software … Continue Reading →


Valuing Employee Stock Options Under 2004 FAS 123 (Wiley Finance, 2004)

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  • June 3, 2015
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The Financial Accounting Standards Board (FASB) released a Proposed Statement of Financial Accounting Standards (FAS) in 2004 that amended earlier FAS Statements 123 and 95. Soon after, the Wall Street … Continue Reading →


Real Options Analysis: Tools and Techniques, 2nd Edition (Wiley, 2005)

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  • May 27, 2015
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Real Options Analysis (Second Edition) provides a novel view of evaluating capital investment strategies by taking into consideration the strategic decision-making process. The book provides a qualitative and quantitative description … Continue Reading →


Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization (Wiley, 2006) NEW

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  • May 20, 2015
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The book is now released and available on Amazon. This book uses all three software: Risk Simulator, Real Options Super Lattice Solver, and Employee Stock Options Valuation Toolkit. It shows … Continue Reading →


Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond (Wiley, 2008)

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  • May 13, 2015
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Advanced Analytical Models is a large collection of advanced models with a multitude of industry and domain applications. The book is based on years of academic research and practical consulting … Continue Reading →


Modeling Risk (Second Edition): Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization (Wiley, 2010) NEW

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  • May 6, 2015
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The book was released on May 2010 and covers four software applications: Risk Simulator, Real Options Super Lattice Solver, Modeling Toolkit, and Employee Stock Options Valuation Toolkit. It shows how … Continue Reading →


Visual Learning Charts

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  • April 22, 2015
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CONVOLUTION AND COPULAS: THEORY AND PRACTICE

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  • April 15, 2015
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This technical white paper explains the basics of Convolution Theory and Copula Theory as they apply to probability distributions and stochastic modeling, both in theory and practice. It attempts to … Continue Reading →