Risk analysis : a quantitative guide

David Vose

Risk Analysis concerns itself with the quantification of risk, the modeling of identified risks and how to make decisions from those models. Quantitative risk analysis (QRA) using Monte Carlo simulation offers a powerful and precise method for dealing with the uncertainty and variability of a problem. By providing the building blocks the author guides the reader through the necessary steps to produce an accurate risk analysis model and offers general and specific techniques to cope with most modeling problems. A wide range of solved problems is used to illustrate these techniques and how they can be used together to solve otherwise complex problems.

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Year of publication:	2008 ; 3. ed.
Authors:	Vose, David
Publisher:	Chichester [u.a.] : Wiley
Subject:	Risikomanagement \| Risk management \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Theorie \| Theory \| Risikoanalyse
Description of contents:	Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [catdir.loc.gov]

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Extent:	XIV, 735 S. Ill., graph. Darst. a
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index Why do a risk analysis? -- Planning a risk analysis -- The quality of a risk analysis -- Choice of model structure -- Understanding and using the results of a risk analysis -- Probability mathematics and simulation -- Building and running a model -- Some basic random processes -- Data and statistics -- Fitting distributions to data -- Sums of random variables -- Forecasting with uncertainty -- Modelling correlation and dependencies -- Eliciting from expert opinion -- Testing and modelling causal relationships -- Optimisation in risk analysis -- Checking and validating a model -- Discounted cashflow modelling -- Project risk analysis -- Insurance and finance risk analysis modelling -- Microbial food safety risk assessment -- Animal import risk assessment 0803
ISBN:	978-0-470-51284-5
Classification:	Mathematische Statistik ; Methoden und Techniken der Betriebswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10003550099