Vose D. Risk Analysis: A Quantitative Guide

3rd edition. — John Wiley & Sons, 2008. — 729 p.Учебник по математическим методам анализа риска, преимущественно в экономической сфере. Для студентов и аспирантов по специальности риск-менеджмент, а также для риск-менеджеров и риск-аналитиков компаний.This book 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.