Risk Simulator is a powerful Excel add-in software used for applying simulation, forecasting, statistical analysis, and optimization in your existing Excel spreadsheet models. The software comprises four different modules:
· Monte Carlo Simulation
· Optimization
· Statistical and Analytical Tools
· Time-Series and Cross-Sectional Forecasting
Plus Risk Simulator is integrated with the Real Options Super Lattice Solver software, for solving strategic real options, financial options, and employee stock options.
Move beyond the academic papers and theoretical realm, and start applying real options with this new software. Although written in programming code, SLS is a both a stand-alone software and spreadsheet accessible for analyzing and calculating real options and incorporating them into custom spreadsheet models. The newly designed customized option modules allow you to create your own à la carte models, where all the mathematical equations and functions are visible, thus demystifying the approach and results, making them easier to understand and explain. Some of the real options, financial options, and employee stock options solved include:
· American, Bermudan, Customized, and European Options
· Abandonment, Contraction, Expansion, and Chooser Options
· Changing Volatility Options
· Exotic Single and Double Barrier Options
· Financial Options, Real Options, and Employee Stock Options
· Multiple Underlying Asset and Multiple Phased Options
· Simultaneous and Multiple Phased Sequential Compound Options
· Specialized Options (Mean-Reversion, Jump-Diffusion, Rainbow)
· Standalone software with Excel add-in functionality (simulation and optimization compatible)
· Support materials: 5 books, training DVD, live courses, user manual, help file, extensive library of example files, sample business cases, and live project consultants
· Visible equations and functions
· Volatility computation models
· Plus any and all user-defined customized options
Reduce Employee Stock Option (ESO) expenses by millions of dollars using the same software FASB uses to generate their FAS 123 examples… Learn how a FAS 123 preferred customized binomial lattice is calculated and how it compares to the naïve Black-Scholes. The software creator is an advisor to FASB, a professor and consultant in financial analytics, and the software was used by FASB to create the valuation examples in FAS 123. See how by considering employee suboptimal exercise behavior, forfeiture rates, blackout periods, vesting, marketability discounts, and changing inputs over time (volatility, dividend yield, risk-free rate, forfeiture rate, and suboptimal behavior exercise multiple) can more accurately reflect reality, reduce expenses, conform to FAS 123 requirements, and pass an audit. See how ESO Valuations are done correctly!
The training DVD comprises 10 DVDs and cover the following main topical areas:
Monte Carlo Simulation with Risk Simulator
Forecasting with Risk Simulator
Optimization with Risk Simulator
Real Options Analysis with Real Options Super Lattice Solver
Analytical Tools
As part of the DVD Training set, you will receive 10 DVDs, a workbook with the slides and examples covered in the DVDs, and the following two books: “Modeling Risk: Applying Monte Carlo Simulation, Real Options Analysis, Forecasting, and Optimization, 2nd Edition,” by Dr. Johnathan Mun (Wiley Finance, 2006), and “Real Options Analysis: Tools and Techniques, 2nd Edition,” by Dr. Johnathan Mun (Wiley Finance 2005), and the relevant training models CD used in the lessons. Download the Training DVD brochure here.
The lessons are developed and taught by Dr. Johnathan Mun, the creator of both the Risk Simulator and Real Options Super Lattice software, professor of finance and economics, author of many books on risk and real options, and CEO of Real Options Analysis, Inc. This is particularly important in terms of consistency and expertise as you learn the course material from the same person who developed the software, wrote the books and consults for major corporations. |
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