ÉTUDES DE CAS, LIVRES BLANCS ET LIVRES

Vous trouverez ci-dessous des exemples d’études de cas, des applications dans les entreprises, des exemples de chapitres, des livres blancs et des exemples appliqués des nombreux livres du Dr. Mun. N’hésitez pas à les télécharger et à les distribuer autour de vous. Pour les cas réels, consultez Modeling Risk (deuxième édition): Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization," (Wiley, 2010) et Real Options Analysis: Tools and Techniques, deuxièmes édition, (Wiley, 2005), du Dr. Johnathan Mun.

Livres blancs:

• 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

Études de cas:

• 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)

Exemples appliqués:

• Options multinomiales
• Options d’abandon
• Options de choix
• Options de contraction
• Options de croissance
• Options composées séquentielles

• 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

Exemples de chapitres des livres:

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

Applications dans les entreprises:

• Gemplus International S.A.
• Intellectual Properties LLC
• Schlumberger, Inc.
• Sprint
• The Timken Company