Our founder and CEO is a world-renowned expert in the fields of real options analysis, options valuation, and simulation applications, and has written numerous articles and books on those and related subjects. Following is a sampling of his books that are pertinent to the software, consulting, training, and services provided by Real Options Valuation, Inc.

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

Advanced Analytical Modeling

Advanced Analytical Models é uma grande coleção de modelos avançados com uma infinidade de aplicações na indústria e domínio. O livro é baseado em anos de pesquisa acadêmica e experiência em consultoria prática, juntamente com contribuições de especialistas de domínio. O Software do The Modeling Toolkit que detêm todos os modelos, Risk Simulator Software, e Real Options SLS software foram desenvolvidos pelo autor, com mais de 1,000 funções, ferramentas, e templates de modelos nessa aplicação de software. As versões de avaliação estão incluídos no DVD que o acompanha. As aplicações cobertas são vastas. Incluídos estão os requisitos de risco bancário do Basel II (risco de crédito, extensões de crédito, risco de inadimplência, valor em risco, etc.) e análise financeira ( opções exóticas e valorização ), análise de risco (previsão estocástica, Simulação Monte Carlo baseada em risco, otimização), análise de opções reais, (opções estratégicas, análise de decisões), Seis Sigma e iniciativas de qualidade, gestão de ciência e aplicações estatísticas, e incluindo todo o resto, como estatística aplicada, produção, pesquisa operacional, otimização, previsão e econometria.

Este livro é dirigido a profissionais que necessitam de algoritmos, exemplos, modelos e perspectivas na solução de problemas mais avançados e até mesmo esotérico. Este livro não fala apenas sobre modelagem ou ilustração de conceitos básicos e exemplos; ele vem completo com um DVD cheio de vídeos com amostras de modelagem, estudos de caso e aplicações de software para ajudar você a começar imediatamente. Em outras palavras, esse livro dispensa todas as discussões teóricas e modelos matemáticos que são extremamente difíceis de decifrar e aplicar no mundo real dos negócios. Em vez disso, esses modelos teóricos foram codificados em um poderoso e amigável software, e esse livro mostra ao leitor como começar a aplicar técnicas avançadas de modelagem quase que imediatamente. As aplicações do software de avaliação permitem que você acesse aproximadamente 300 templates de modelos e 800 funções e ferramentas, que entenda os conceitos, e use funções embutidas e algoritmos em seus próprios modelos. Além disso, você pode conseguir executar as simulações de Monte Carlo baseadas em risco e métodos de previsão avançada, e executar a otimização de uma miríade de situações, assim como estruturar e solucionar opções reais customizadas e opções de problemas financeiros.

Cada modelos de template que vem com o Modeling Toolkit software é descrito nesse livro. Descrições são fornecidas em tantos detalhes quando as aplicações necessitam. Alguns dos mais fundamentais conceitos em análise de risco e opções reais são abordados em outros livros do autor. Sugere-se que esses livros, Modeling Risk (Segunda Edição): Applying Monte Carlo Simulation, Real Options Analysis, Stochastic Forecasting, and Portfolio Optimization (2010) and Real Options Analysis, Second Edition (2005), ambos publicados por John Wiley & Sons, sejam usados como referência para alguns dos modelos neste livro . Esses problemas de modelagem que são, na opinião do autor, crítico, sendo os problemas básicos ou então analiticamente mais avançados, são apresentados em detalhes. Como aplicações de software mudam constantemente, é recomendado que você As software applications change continually, it is recommended that you verifique o site do autor ( freqüentemente para as atualizações de análise, atualizações de software e modelos revisados ​​ou novos.

“Advanced Analytical Models contain many powerful and useful applications ranging from R&D strategy valuation and Six Sigma models to risk simulation and strategic options. A must-have book for those starting out in Excel modeling to advanced modelers. An excellent resource for those applying stochastic models for portfolio project prioritization and valuation.”

-Dr. Robert Finocchiaro, Technical Director, Corporate R&D Services, The 3M Company

Dr. Johnathan Mun is one of the most gifted teachers of quantitative risk analysis in the history of global finance and business. All of his books combine science, art, intuition, creativity, and above all, they are acutely perceptive, always practical, and provide startling clarity, on the methods and pathways of proper business decision making, when faced with uncertainty. Advanced Analytical Models contains a vast treasure trove of over 800 models, unlike anything ever published in the field. Absolutely groundbreaking…The practical application of the risk models in this book, will keep the rest of us busy, for years to come.

-Brian Watt, CRM, Chief Risk Officer and Chief Financial Officer, GECC

Dr. Mun’s expertise in real options and practical modeling methodologies in real world cases is superb, and was used to value technologies in the U.S. military’s Improved Engineering Design Process. His approach quantified real net benefits when considering the knowledge reuse on an enterprise scale and his approach is the most powerful when business value is most difficult to quantify.

-Dr. Ali Farsaie, President & CEO, Spatial Integrated Systems, Inc.

“Dr. Mun’s latest book is scholarly strong and practically meaningful, by successfully synthesizing all aspects of risk and analytical models and presents them in a well-integrated manner. It is a must-read for both practitioners and students in the field of risk management. The Basel II risk analysis is covered extensively through real examples. With in-depth coverage of the most important and practical models, Dr. Mun’s book has set a high standard of publishing in the area of analytical models, risk and decision analysis. The book has significant practical contributions at all levels of risk management. I strongly recommend this book to all readers who want to gain a clear and applied understanding of risk and analytical models.”

-Dr. Ehsan Nikbakht, CFA, FRM, PRM, Professor of Finance, Zarb School of Business, Hofstra University, New York

An outstanding collection of important analytic models that span numerous disciplines and can be used in a wide range of industries. The models and their underlying discussion are sound and can be applied as is or modified by the reader for their own applications. The well-written book together with the trial software and models are a powerful combination and provide an exceptional learning opportunity for the reader. This material should be valuable to both analysts and managers who need a sound analytical framework to help them develop and support their decisions.

-Dr. Edmund H. Conrow, CRM, PMP, Risk Management Consultant/Author

Dr. Mun has created -The Encyclopedia of Models’, which addresses a wide-range of cross-industry and cross-enterprise analytical challenges. The models span the spectrum – from simple techniques that one can perform in a few minutes to advanced problems that are tackled in a robust manner. Dr Mun’s new book will show you how to combine analytical methods to point at the right answers. Three words to sum it up: Comprehensive, Lucid, and, Elegant. Every aspiring and accomplished analyst needs to have this book in their library.

-Mark A. Benyovszky, Managing Director, -Zero Delta Center for Enterprise Alignment and Zero Delta University

Risk simulation, binomial lattices, and other computational models have not been within effective reach for many in-the-trenches professionals who did not get this training years ago. Through this book, on top his other books before it, and through his software, Dr. Mun has explained the mysteries, made available the tools, and continues to publish example upon example of how these models can be applied to improve the professional work we’ve been doing. Once in a while, a new thought leader emerges with a train long enough for the rest of us to ride to attain a new level of professionalism – Dr. Mun is one of these.

-James F. Joyner III, CPA/ABV, CVA, CPC, AIFA, Managing Member, Integra Benefits Consulting LLC

The mechanics of risk and options analyses are simple, but successful real-life application is all about the art of framing which requires constant practice. This book is a framing-fitness work-out through an extraordinary variety of recipes. Framing is not just for modeling, without it, decision making under uncertainties is much harder than it already is. If the answer is not explicit in an example, it is likely to exist as a variant in another- reading them triggered solutions to two commodity related problems that have plagued me for some time.

-Fanton Chuck, Chief Executive Officer, Renova Energy plc

Over the years Johnathan Mun’s books have become our corporate bibles with multiple copies in our library. We have recently made the big switch over to Dr. Mun’s Modeling Toolkit, Risk Simulator, and Real Options SLS because we found it easier to use while still being more sophisticated and flexible for our needs. “Advanced Analytical Models” is designed to complement the software and is just packed with useful real-life models that are directly applicable to our consulting work. The small refinements such as being able to specify the random number sequence so that you actually can get the same results in a live presentation reflect his sensitivity and understanding of the consulting environment. We have found his Real Options SLS invaluable in helping hospitals understand the different phasing options available to them when contemplating seemingly unreachable $500M capital projects. Dr. Mun’s genius lies in his ability to take extremely complex theory and bring it down to the level that the rest of us can understand and easily apply to our respective fields. Entertaining as always, who ever thought we would get a book on advance analytics that was actually funny! For an industry (healthcare) that increasingly has to forecast 10 and 15 years into the future while still relying on “budget period” analytics and single point estimates, Dr. Mun’s book is a “light in the storm.” Numerous healthcare examples from queuing theory to methods for analyzing surgical outcomes bring serious analytics into the realm of the practical.

-Lawrence D. Pixley, FACMPE, Founding Partner, Stroudwater Associates