Advanced Analytical Models: Over 800 Models and 300 Applications from the Basel II Accord to Wall Street and Beyond -- Contents -- Preface -- Software Applications -- Part I: Modeling Toolkit and Risk Simulator Applications -- INTRODUCTION TO THE MODELING TOOLKIT SOFTWARE -- INTRODUCTION TO RISK SIMULATOR -- RUNNING A MONTE CARLO SIMULATION -- USING FORECAST CHARTS AND CONFIDENCE INTERVALS -- CORRELATIONS AND PRECISION CONTROL -- TORNADO AND SENSITIVITY TOOLS IN SIMULATION -- SENSITIVITY ANALYSIS -- DISTRIBUTIONAL FITTING: SINGLE VARIABLE AND MULTIPLE VARIABLES -- BOOTSTRAP SIMULATION -- HYPOTHESIS TESTING -- DATA EXTRACTION, SAVING SIMULATION RESULTS, AND GENERATING REPORTS -- REGRESSION AND FORECASTING DIAGNOSTIC TOOL -- STATISTICAL ANALYSIS TOOL -- DISTRIBUTIONAL ANALYSIS TOOL -- PORTFOLIO OPTIMIZATION -- OPTIMIZATION WITH DISCRETE INTEGER VARIABLES -- FORECASTING -- 1. Analytics- Central Limit Theorem -- 2. Analytics- Central Limit Theorem-Winning Lottery Numbers -- 3. Analytics- Flaw of Averages -- 4. Analytics- Mathematical Integration Approximation Model -- 5. Analytics- Projectile Motion -- 6. Analytics- Regression Diagnostics -- 7. Analytics- Ships in the Night -- 8. Analytics- Statistical Analysis -- 9. Analytics- Weighting of Ratios -- 10. Credit Analysis- Credit Premium -- 11. Credit Analysis- Credit Default Swaps and Credit Spread Options -- 12. Credit Analysis- Credit Risk Analysis and Effects on Prices -- 13. Credit Analysis- External Debt Ratings and Spread -- 14. Credit Analysis- Internal Credit Risk Rating Model -- 15. Credit Analysis- Profit Cost Analysis of New Credit -- 16. Debt Analysis- Asset-Equity Parity Model -- 17. Debt Analysis- Cox Model on Price and Yield of Risky Debt with Mean-Reverting Rates -- 18. Debt Analysis- Debt Repayment and Amortization -- 19. Debt Analysis- Debt Sensitivity Models.

20. Debt Analysis- Merton Price of Risky Debt with Stochastic Asset and Interest -- 21. Debt Analysis- Vasicek Debt Option Valuation -- 22. Debt Analysis- Vasicek Price and Yield of Risky Debt -- 23. Decision Analysis- Decision Tree Basics -- 24. Decision Analysis- Decision Tree with EVPI, Minimax, and Bayes' Theorem -- 25. Decision Analysis- Economic Order Quantity and Inventory Reorder Point -- 26. Decision Analysis- Economic Order Quantity and Optimal Manufacturing -- 27. Decision Analysis- Expected Utility Analysis -- 28. Decision Analysis- Inventory Control -- 29. Decision Analysis- Queuing Models -- 30. Exotic Options- Accruals on Basket of Assets -- 31. Exotic Options- American, Bermudan, and European Options with Sensitivities -- 32. Exotic Options- American Call Option on Foreign Exchange -- 33. Exotic Options- American Call Options on Index Futures -- 34. Exotic Options- American Call Option with Dividends -- 35. Exotic Options- Asian Lookback Options Using Arithmetic Averages -- 36. Exotic Options- Asian Lookback Options Using Geometric Averages -- 37. Exotic Options- Asset or Nothing Options -- 38. Exotic Options- Barrier Options -- 39. Exotic Options- Binary Digital Options -- 40. Exotic Options- Cash or Nothing Options -- 41. Exotic Options- Chooser Option (Simple Chooser) -- 42. Exotic Options- Chooser Option (Complex Chooser) -- 43. Exotic Options- Commodity Options -- 44. Exotic Options- Currency (Foreign Exchange) Options -- 45. Exotic Options- Double Barrier Options -- 46. Exotic Options- European Call Option with Dividends -- 47. Exotic Options- Exchange Assets Option -- 48. Exotic Options- Extreme Spreads Option -- 49. Exotic Options- Foreign Equity-Linked Foreign Exchange Options in Domestic Currency -- 50. Exotic Options- Foreign Equity Struck in Domestic Currency -- 51. Exotic Options- Foreign Equity with Fixed Exchange Rate.

52. Exotic Options- Foreign Takeover Options -- 53. Exotic Options- Forward Start Options -- 54. Exotic Options- Futures and Forward Options -- 55. Exotic Options- Gap Options -- 56. Exotic Options- Graduated Barrier Options -- 57. Exotic Options- Index Options -- 58. Exotic Options- Inverse Gamma Out-of-the-Money Options -- 59. Exotic Options- Jump-Diffusion Options -- 60. Exotic Options- Leptokurtic and Skewed Options -- 61. Exotic Options- Lookback with Fixed Strike (Partial Time) -- 62. Exotic Options- Lookback with Fixed Strike -- 63. Exotic Options- Lookback with Floating Strike (Partial) -- 64. Exotic Options- Lookback with Floating Strike -- 65. Exotic Options- Min and Max of Two Assets -- 66. Exotic Options- Options on Options -- 67. Exotic Options- Option Collar -- 68. Exotic Options- Perpetual Options -- 69. Exotic Options- Range Accruals (Fairway Options) -- 70. Exotic Options- Simple Chooser -- 71. Exotic Options- Spread on Futures -- 72. Exotic Options- Supershare Options -- 73. Exotic Options- Time Switch Options -- 74. Exotic Options- Trading-Day Corrections -- 75. Exotic Options- Two-Asset Barrier Options -- 76. Exotic Options- Two Asset Cash or Nothing -- 77. Exotic Options- Two Correlated Assets Option -- 78. Exotic Options- Uneven Dividend Payments Option -- 79. Exotic Options- Writer Extendible Option -- 80. Forecasting- Data Diagnostics -- 81. Forecasting- Econometric, Correlations, and Multiple Regression Modeling -- 82. Forecasting- Exponential J-Growth Curves -- 83. Forecasting- Forecasting Manual Computations -- 84. Forecasting- Linear Interpolation and Nonlinear Spline Extrapolation -- 85. Forecasting- Logistic S-Growth Curves -- 86. Forecasting- Markov Chains and Market Share -- 87. Forecasting- Multiple Regression -- 88. Forecasting- Nonlinear Extrapolation and Forecasting.

89. Forecasting- Stochastic Processes, Brownian Motion, Forecast Distribution at Horizon, Jump-Diffusion, and Mean-Reversion -- 90. Forecasting- Time-Series ARIMA -- 91. Forecasting- Time-Series Analysis -- 92. Industry Applications- Biotech Manufacturing Strategy -- 93. Industry Applications- Biotech Inlicensing Drug Deal Structuring -- 94. Industry Applications- Biotech Investment Valuation -- 95. Industry Application- Banking -- 96. Industry Application- Electric/Utility -- 97. Industry Application- IT-Information Security Intrusion Risk Management -- 98. Industry Applications- Insurance ALM Model -- 99. Operational Risk- Queuing Models at Bank Branches -- 100. Optimization- Continuous Portfolio Allocation -- 101. Optimization- Discrete Project Selection -- 102. Optimization- Inventory Optimization -- 103. Optimization- Investment Portfolio Allocation -- 104. Optimization-- Investment Capital Allocation I (Basic Model) -- 105. Optimization- Investment Capital Allocation II (Advanced Model) -- 106. Optimization- Military Portfolio and Efficient Frontier -- 107. Optimization- Optimal Pricing with Elasticity -- 108. Optimization- Optimization of a Harvest Model -- 109. Optimization- Optimizing Ordinary Least Squares -- 110. Optimization- Stochastic Portfolio Allocation -- 111. Options Analysis- Binary Digital Instruments -- 112. Options Analysis- Inverse Floater Bond -- 113. Options Analysis- Options-Trading Strategies -- 114. Options Analysis- Options-Adjusted Spreads Lattice -- 115. Options Analysis- Options on Debt -- 116. Options Analysis- Five Plain Vanilla Options -- 117. Probability of Default- Bond Yields and Spreads (Market Comparable) -- 118. Probability of Default- Empirical Model -- 119. Probability of Default- External Options Model (Public Company) -- 120. Probability of Default- Merton Internal Options Model (Private Company).

121. Probability of Default- Merton Market Options Model (Industry Comparable) -- 122. Project Management- Cost Estimation Model -- 123. Project Management- Critical Path Analysis (CPM PERT GANTT) -- 124. Project Management- Project Timing -- 125. Real Estate- Commercial Real Estate ROI -- 126. Risk Analysis- Integrated Risk Analysis -- 127. Risk Analysis- Interest Rate Risk -- 128. Risk Analysis- Portfolio Risk Return Profiles -- 129. Risk Hedging- Delta-Gamma Hedging -- 130. Risk Hedging- Delta Hedging -- 131. Risk Hedging- Effects of Fixed versus Floating Rates -- 132. Risk Hedging- Foreign Exchange Cash Flow Model -- 133. Risk Hedging- Hedging Foreign Exchange Exposure -- 134. Sensitivity- Greeks -- 135. Sensitivity- Tornado and Sensitivity Charts Linear -- 136. Sensitivity- Tornado and Sensitivity Nonlinear -- 137. Simulation- Basic Simulation Model -- 138. Simulation- Best Surgical Team -- 139. Simulation- Correlated Simulation -- 140. Simulation- Correlation Effects on Risk -- 141. Simulation- Data Fitting -- 142. Simulation- Debt Repayment and Amortization -- 143. Simulation- Demand Curve and Elasticity Estimation -- 144. Simulation- Discounted Cash Flow, Return on Investment, and Volatility Estimates -- 145. Simulation- Infectious Diseases -- 146. Simulation- Recruitment Budget (Negative Binomial and Multidimensional Simulation) -- 147. Simulation- Retirement Funding with VBA Macros -- 148. Simulation- Roulette Wheel -- 149. Simulation- Time Value of Money -- 150. Six Sigma- Obtaining Statistical Probabilities, Basic Hypothesis Tests, Confidence Intervals, and Bootstrapping Statistics -- 151. Six Sigma- One-and Two-Sample Hypothesis Tests Using t-Tests, Z-Tests, F-Tests, ANOVA, and Nonparametric Tests (Friedman, Kruskal Wallis, Lilliefors, and Runs Tests) -- 152. Six Sigma- Sample Size Determination and Design of Experiments.

153. Six Sigma- Statistical and Unit Capability Measures, Specification Levels, and Control Charts.