Systematic Finance


Mastering Risk Modelling

Mastering Financial Mathematics extends the concepts in Mastering Financial Modelling and shows how to apply risk and sensitivity to a range of Excel models.  


Risk and uncertainty are everywhere in the business world and it is imperative that models are used correctly to assess the possibility of alternative outcomes.

Mastering Risk Modelling provides the busy financial manager with useful tips and practical templates for understanding, applying and modelling risk and uncertainty in Excel. The book is designed specifically to be of help if you don’t have time to start from scratch – it will improve your abilities in Excel and give you a library of basic examples that you can use as a basis for further development.

The book covers:

• Review of model design
• Risk and uncertainty
• Credit risk
• Project finance
• Financial analysis
• Valuation
• Options
• Bonds
• Equities
• Value at risk
• Simulation



Many examples of how to add risk and sensitivity to Excel models to assess risk, improve analysis and reporting