Course curriculum

  • 1

    MODULE 1: Introduction to Risk Analysis (55 min)

    • Chapter 1: Introduction to the Training DVD (3 min)

    • Chapter 2: How Are Business Decisions Made? (12 min)

    • Chapter 3: What is Risk and Why Should Risk be Considered? (4 min)

    • Chapter 4: Overview of Risk Analysis Software Applications (36 min)
  • 2

    MODULE 2: Monte Carlo Simulation with Risk Simulator (1 hour)

    • Chapter 1: Overview of the Risk Simulator Software (7 min)

    • Chapter 2: Profiling, Assumptions, Forecasts and Running Simulations (17 min)

    • Chapter 3: Interpreting the Forecast Statistics (18 min)

    • Chapter 4: Simulation Run Preferences and Seed Values (6 min)

    • Chapter 5: Running Reports, Saving and Extracting Simulation Data (12 min)
  • 3

    MODULE 3: Advanced Simulation Techniques (1 hour 20 min) chapter

    • Chapter 1: Correlating Truncating Distributions (26 min)

    • Chapter 2: Alternate Parameters (6 min)

    • Chapter 3: Multidimensional Simulations (13 min)

    • Chapter 4: Distributional Fitting and Choosing Distributions (27 min)

    • Chapter 5: Due Diligence and Pitfalls in Simulation (8 min)
  • 4

    MODULE 4: Simulation and Analytical Tools (1 hour 10 min)

    • Chapter 1: Static Tornado and Spider Charts (21 min)

    • Chapter 2: Dynamic Sensitivity Analysis (15 min)

    • Chapter 3: Hypothesis Test on Different Distributions (14 min)

    • Chapter 4: Nonparametric Bootstrap Simulation (10 min)

    • Chapter 5: Precision Control (10 min)
  • 5

    MODULE 5: Forecasting (1 hour 40 min)

    • Chapter 1: Overview of Forecasting Techniques and Data Types (15 min)

    • Chapter 2: Forecasting Without Data (9 min)

    • Chapter 3: Time-Series Analysis Forecasting (20 min)

    • Chapter 4: Nonlinear Extrapolation (9 min)

    • Chapter 5: Multivariate Regression Analysis (18 min)

    • Chapter 6: Stochastic Processes (16 min)

    • Chapter 7: Box-Jenkins ARIMA (3 min)
  • 6

    MODULE 6: Real Options Analysis: Theory and Background (2 hour 35 min)

    • Chapter 1: Introduction to Real Options: What, Where, Who, When, How, and Why (8 min)

    • Chapter 2: Sample Applied Business Cases (14 min)

    • Chapter 3: Overview of Different Options Valuation Techniques (12 min)

    • Chapter 4: Risk-Neutral Probability Technique (25 min)

    • Chapter 5: Solving a Basic European and American Call Option (20 min)

    • Chapter 6: Using Microsoft Excel to Solve Basic European and American Options (46 min)

    • Chapter 7: Solving Basic Abandonment, Expansion, Contraction, and Chooser Options (30 min)
  • 7

    MODULE 7: Real Options Analysis: SLS Software Application (1 hour 30 min)

    • Chapter 1: Overview of the Different SLS Modules and Estimating Volatility (16 min)

    • Chapter 2: Estimating Volatility (Log PV Asset Returns, Log Cash Flow Returns, management assumptions, GARCH, and probability to volatility methods) (31 min)

    • Chapter 3: Solving Options with Changing Inputs and Customized Exotic Options (20 min)

    • Chapter 4: MSLS: Multiple Sequential Compound Options (27 min)

    • Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset Rainbow Options (13 min)

    • Chapter 6: Framing Real Options—Structuring the Problem (32 min)

    • Chapter 7: The Next Steps… (11 min)
  • 8

    MODULE 8: Optimization with Risk Simulator (45 min)

    • Chapter 1: Introduction to Optimization Problems (17 min)

    • Chapter 2: Continuous Optimization (18 min)

    • Chapter 3: Integer Optimization (10 min)