Enhance your professional development in Quantitative Risk Management by having a global view of the CQRM Accreditation and applying Strategic Real Options in your day-to-day activities.
Course Curriculum
A Quick Note
CQRM Level III - Getting Started - Support Material Ebook (MOBI - EPUB -AZW3)
CQRM Level III - Welcome from the Program Director (3 min)
Getting Started - Real Options SLS Support
UNIT 7 - CQRM Support Material - General Overview and Preparation
Introduction to Real Options (10 min)
Examples - Understanding Real Options Applications in Industry (15 min)
Financial vs. Real Options and Option Valuation Techniques (15 min)
Risk Neutral Probability (10 min)
Lattice Equations (15 min)
Manually Solving a American, European, and Bermudan Options (17 min)
Quiz 2 - UNIT 7 - CQRM LEVEL III
UNIT 8 Part 1 - CQRM Support Material - General Overview and Preparation
Hands-on Real Options SLS (12 min)
Option to Abandon: Custom Option with Changing Inputs (15 min)
Option to Expand: Optimal Trigger Values and Optimal Timing (15 min)
Option to Contract: Optimal Timing (10 min)
Option to Choose: Dominant and Dominated Options (12 min)
Volatility Estimation: The Five Approaches (15 min)
Intuition of Volatility (6 min)
Sequential Compound Options: Multiphased Custom Options (12 min)
Modeling and Interpreting Complex Sequential Compound Options (7 min)
Exotic Options, Employee Stock Options, and Barrier Options (15 min)
Quiz 3 - UNIT 8 Part 1 - CQRM LEVEL III
UNIT 8 Part 2 - CQRM Support Material - General Overview and Preparation
Multinomial Lattices (Trinomial, Quandranomial, Pentanomial) (10 min)
Case: High-Tech Manufacturing (15 min)
Case: Expected Value of Information - Pharmaceutical R&D (15 min)
Case: Oil and Gas Farm Outs (8 min)
Case: Facility Expansion (7 min)
Quiz 4 - UNIT 8 Part 2 - CQRM LEVEL III
Excel Template and Real Option SLS Models required for the Final Evaluation
Final Evaluation - Strategic Real Options
General Survey | CQRM LEVEL III
Monte Carlo Simulation Profile
⏰ 10.4 Hours, Online
There is a 90% probability that the completion time will be between 10 and 10.7 hours.
Prof. Dr Johnathan Mun | PhD, MS, MBA, BS, CQRM, FRM, CFC, MIFC
👨⚖️Chairman of OSL Analytics Academy (UK) and CEO of Real Options Valuation (US).
🏛 Dr Mun is the IIPER-CQRM’s Program Director coordinating worldwide executive programs and professional accreditations in quantitative methods and risk management and enhancing high-quality teaching across OSL Analytics Academy and among the IIPER Certified Trainers.
👨🎓 He has a Ph.D. in finance and economics, an MBA in business administration, an M.S. in the area of management science, and a BS in applied sciences. He is certified in Financial Risk Management (FRM), Certified in Financial Consulting (CFC), and Certified Quantitative Risk Management (CQRM).
👨🏫 As the software's creator, with more than 12 patents and 10,000 pages of copyrighted materials, he teaches Risk Analysis, Real Options for Analysts, Risk Analysis for Managers, CQRM, and other courses. He has written over 25 books on the topic of risk management. Dr. Mun has consulted many Fortune 500 firms and the U.S. Department of Defence.
📚 He is also a full professor at the U.S. Naval Postgraduate School and has held other adjunct professorships at various universities. In addition, he has published more than 200 academic articles in top well-know peer-review journals.
👍ResearchGate Profile
CQRM LEVEL III - Detailed Content
