Portal Abes

Principais funções:
SIMULAÇÃO MONTE CARLO;
OTIMIZAÇÃO ESTÁTICA, DINÂMICA E ESTOCÁSTICA
MODELOS ECONOMÉTRICOS DE PREVISÃO
SÉRIES TEMPORAIS
TESTES ESTATÍSTICOS GENÉRICOS

Principais funções:
Modelos binomiais, Multinomiais e exótica.
simulação de parâmetros
montagem de árvores de decisão

Principais funções:
O software ROV BizStats utiliza os seguintes modelos e métodos:
1. Absolute Values
2. ANOVA: Randomized Blocks Multiple Treatments
3. ANOVA: Single Factor Multiple Treatments
4. ANOVA: Two Way Analysis
5. ARIMA
6. Auto ARIMA
7. Autocorrelation and Partial Autocorrelation
8. Autoeconometrics (Detailed)
9. Autoeconometrics (Quick)
10. Average
11. Combinatorial Fuzzy Logic Forecasting
12. Control Chart: C
13. Control Chart: NP
14. Control Chart: P
15. Control Chart: R
16. Control Chart: U
17. Control Chart: X
18. Control Chart: XMR
19. Correlation
20. Correlation (Linear)
21. Count
22. Covariance
23. Cubic Spline
24. Custom Econometric Model
25. Data Descriptive Statistics
26. Deseasonalize
27. Difference
28. Distributional Fitting
29. Exponential J Curve
30. GARCH
31. Heteroskedasticity
32. Lag
33. Lead
34. Limited Dependent Variables (Logit)
35. Limited Dependent Variables (Probit)
36. Limited Dependent Variables (Tobit)
37. Linear Interpolation
38. Linear Regression
39. LN
40. Log
41. Logistic S Curve
42. Markov Chain
43. Max
44. Median
45. Min
46. Mode
47. Neural Network
48. Nonlinear Regression
49. Nonlinear Models
50. Nonparametric: Chi-Square Goodness of Fit
51. Nonparametric: Chi-Square Independence
52. Nonparametric: Chi-Square Population Variance
53. Nonparametric: Friedman Test
54. Nonparametric: Kruskal-Wallis Test
55. Nonparametric: Lilliefors Test
56. Nonparametric: Runs Test
57. Nonparametric: Wilcoxon Signed-Rank (One Var)
58. Nonparametric: Wilcoxon Signed-Rank (Two Var)
59. Parametric: One Variable (T) Mean
60. Parametric: One Variable (Z) Mean
61. Parametric: One Variable (Z) Proportion
62. Parametric: Two Variable (F) Variances
63. Parametric: Two Variable (T) Dependent Means
64. Parametric: Two Variable (T) Independent Equal Variance
65. Parametric: Two Variable (T) Independent Unequal Variance
66. Parametric: Two Variable (Z) Independent Means
67. Parametric: Two Variable (Z) Independent Proportions
68. Power
69. Principal Component Analysis
70. Rank Ascending
71. Rank Descending
72. Relative LN Returns
73. Relative Returns
74. Seasonality
75. Segmentation Clustering
76. Semi-Standard Deviation (Lower)
77. Semi-Standard Deviation (Upper)
78. Standard 2D Area
79. Standard 2D Bar
80. Standard 2D Line
81. Standard 2D Point
82. Standard 2D Scatter
83. Standard 3D Area
84. Standard 3D Bar
85. Standard 3D Line
86. Standard 3D Point
87. Standard 3D Scatter
88. Standard Deviation (Population)
89. Standard Deviation (Sample)
90. Stepwise Regression (Backward)
91. Stepwise Regression (Correlation)
92. Stepwise Regression (Forward)
93. Stepwise Regression (Forward-Backward)
94. Stochastic Processes (Exponential Brownian Motion)
95. Stochastic Processes (Geometric Brownian Motion)
96. Stochastic Processes (Jump Diffusion)
97. Stochastic Processes (Mean Reversion with Jump Diffusion)
98. Stochastic Processes (Mean Reversion)
99. Structural Break
100. Sum
101. Time-Series Analysis (Auto)
102. Time-Series Analysis (Double Exponential Smoothing)
103. Time-Series Analysis (Double Moving Average)
104. Time-Series Analysis (Holt-Winter’s Additive)
105. Time-Series Analysis (Holt-Winter’s Multiplicative)
106. Time-Series Analysis (Seasonal Additive)
107. Time-Series Analysis (Seasonal Multiplicative)
108. Time-Series Analysis (Single Exponential Smoothing)
109. Time-Series Analysis (Single Moving Average)
110. Trend Line (Difference Detrended)
111. Trend Line (Exponential Detrended)
112. Trend Line (Exponential)
113. Trend Line (Linear Detrended)
114. Trend Line (Linear)
115. Trend Line (Logarithmic Detrended)
116. Trend Line (Logarithmic)
117. Trend Line (Moving Average Detrended)
118. Trend Line (Moving Average)
119. Trend Line (Polynomial Detrended)
120. Trend Line (Polynomial)
121. Trend Line (Power Detrended)
122. Trend Line (Power)
123. Trend Line (Rate Detrended)
124. Trend Line (Static Mean Detrended)
125. Trend Line (Static Median Detrended)
126. Variance (Population)
127. Variance (Sample)
128. Volatility: EGARCH
129. Volatility: EGARCH-T
130. Volatility: GARCH
131. Volatility: GARCH-M
132. Volatility: GJR GARCH
133. Volatility: GJR TGARCH
134. Volatility: Log Returns Approach
135. Volatility: TGARCH
136. Volatility: TGARCH-M
137. Yield Curve (Bliss)
138. Yield Curve (Nelson-Siegel)

Principais funções:
Principais módulos:
Investimentos Corporativos (Fluxo de Caixa Descontado Dinâmico)
Investimentos Corporativos (Locação versus Compra)
Gerenciamento de riscos corporativos
Goals Analytics (Sales Force Automation)
Economia de Assistência Médica (HEAT e REJ)
Petróleo e Gás (Reservas de Campo de Petróleo, Análise de Recuperação de Petróleo, Curvas de Tipo de Poço)
Gerenciamento de projetos (custo e risco de cronograma)
Análise do Setor Público (Knowledge Value Added)
Modelos Compilados por ROV

Principais funções:
Analytics
Central Limit Theorem
Central Limit Theorem (Lottery Analysis)
Flaw of Averages
Mathematical Integration
Parametric and Nonparametric Hypothesis Tests Dataset
Projectile Motion
Regression Diagnostics
Ships in the Night
Statistical Analysis
Weighting of Ratios
Banking Models
Audit of Construction Lending
Banker’s Construction Budget
Classified Breakeven Loan Inventory
Classified Loan Borrowing Base
Classified Loan Cash Budget and Overdraft Facilities
Federal Reserve CAMEL Rating System
Firm in Financial Distress
Project Finance Risk Rating Model
Queuing Models
Reconciling Enron’s Cash Flow
Risk Rating Model
Sample Cash Flows
Sensitivity Projections
Stochastic Loan Pricing Model
Valuation and Appraisal
Credit Analysis
Credit Default Swaps and Credit Spread Options
Credit Default Swaps (with Counterparty Defaults and Correlations)
Credit Premium
Credit Risk and Effects on Prices
External Debt Rating and Spreads
Internal Credit Risk Rating Model
Profit Cost Analysis of New Credit
Debt Analysis
Asset Equity Parity Model
Cox Model on Price and Yield of Risky Debt with Mean Reverting Rates
Debt Repayment and Amortization
Debt Sensitivity Models
Merton Price of Risky Debt with Stochastic Asset and Interest
Vasicek Debt Option Valuation
Vasicek Price and Yield of Risky Debt
Decision Analysis
Decision Tree Basics
Decision Tree with EVPI, Minimax and Bayes Theorem
Economic Order Quantity and Inventory Reorder Point
Economic Order Quantity and Optimal Manufacturing
Expected Utility Analysis
Inventory Control
Queuing Models
Exotic Options
American, Bermudan and European Options
Asian Arithmetic
Asian Geometric
Asset or Nothing
Barrier Options
Binary Digital Options
Cash or Nothing
Commodity Options
Complex Chooser
Credit Spread Options
Currency Options
Double Barriers
Exchange Assets
Extreme Spread
Foreign Equity Linked Forex
Foreign Equity Domestic Currency
Foreign Equity Fixed Forex
Foreign Takeover Options
Forward Start
Futures and Forward Options
Gap Options
Graduated Barriers
Index Options
Inverse Gamma Out-of-the-Money Options
Jump Diffusion
Leptokurtic and Skewed Options
Lookback Fixed Strike Partial Time
Lookback Fixed Strike
Lookback Floating Strike Partial Time
Lookback Floating Strike
Min and Max of Two Assets
Option Collar
Options on Options
Perpetual Options
Simple Chooser
Spread on Futures
Supershares
Time Switch
Trading Day Corrections
Two Assets Barrier
Two Assets Cash
Two Assets Correlated
Uneven Dividends
Writer Extendible
Forecasting
Brownian Motion Stochastic Process
Data Diagnostics
Econometric, Correlations and Multiple Regression Modeling
Exponential J-Growth Curves
Forecasting Manual Computations
Jump-Diffusion Stochastic Process
Linear Interpolation
Logistic S-Growth Curves
Markov Chains and Market Share
Mean-Reverting Stochastic Process
Multiple Regression
Nonlinear Extrapolation
Stochastic Processes and Yield Curves
Stock Distribution at Horizon
Time-Series Analysis
Time-Series ARIMA
Industry Applications
Asset Liability Management ALM
Biotech – Manufacturing Strategy
Biotech – In-licensing and Deal Structuring
Biotech – Investment Valuation
Electric Utility – Efficient Frontier Generation
Electric Utility – Electricity Contract Risk
Information Technology – Forecasting Use
Information Technology – Decision Analysis
Pensions – Closed Group Portfolio Matching
Pensions – Accounting Modeling and Optimization
Real Estate – Commercial ROI
Optimization
Capital Investments (Part A)
Capital Investments (Part B)
Continuous Portfolio Allocation
Discrete Project Selection
Inventory Optimization
Investment Portfolio Allocation
Military Portfolio and Efficient Frontier
Optimal Pricing with Elasticity
Optimization of a Harvest Model
Optimizing Ordinary Least Squares
Product Mix Example
Stochastic Portfolio Allocation
Options Analysis
Binary Digital Instruments
...
Personal Finance
Buy versus Renting Your Home
Buying versus Leasing a Car
College Funding with Inflation Adjustment
Conventional Mortgage Qualification Worksheet
Credit Card Accelerated Payoff
Credit Card Minimum Payoff
Debt Consolidation
Future Value of Savings and Investments
Interest Rate Determination
Invested Future Value (Annual)
Invested Future Value (Monthly)
Life Insurance
Loan Amount
Mortgage Accelerated Payoff
Mortgage Amortization Schedule
...
Retirement Funding with Inflation Adjustment
Savings and Investment Rate of Return
Savings and Investment Time Required
Savings and Investments Required
Twin Retirement and Compounding Effects
Probability of Default
Empirical (Individuals)
External Options Model (Public Company)
Merton Internal Model (Private Company)
Merton Market Options Model (Industry Comparable)
Yields and Spreads (Market Comparable)
Project Management
Cost Estimation Model
Critical Path Analysis (CPM PERT GANTT)
Project Timing
Schedule Risk Model
Total Cost of Ownership 1
Real Options SLS
Exotic Options – Barrier Option – Up and Out Upper Barrier Call
Exotic Options – Barrier Option – Up and Out, Down and Out Double Barrier Call
Exotic Options – Basic American, European, and Bermudan Call Options
Exotic Options – Chooser Option
Exotic Options – Equity Linked Notes
Exotic Options – European Call Option with Dividends
Exotic Options – Range Accruals
Options Analysis – Plain Vanilla Call Option I
...
Options Analysis – Plain Vanilla Put Option
Real Options – Abandonment American Option
...
Risk Analysis
Availability Risk Model
Integrated Risk Analysis
Interest Rate Risk
Portfolio Risk and Return Profile
Reliability and Failure Risk Model
Risk Hedging
Delta Gamma Hedge
Delta Hedge
Effects of Fixed versus Floating Rates
Foreign Exchange Cash Flow Model
Foreign Exchange Exposure Hedging
Sensitivity
Greeks
Tornado and Sensitivity Charts Linear
Tornado and Sensitivity Nonlinear
Simulation
Basic Simulation Model
Best Surgical Team
Correlated Simulation
Correlation Effects Model
Data Fitting
DCF, ROI and Volatility
Debt Repayment and Amortization
Demand Curve and Elasticity Estimation
Infectious Diseases
Recruitment Budget (Negative Binomial and Multidimensional Simulation)
Retirement Funding with VBA Macros
...
Valuation
APT, BETA and CAPM
Buy versus Lease
Caps and Floors
Convertible Bonds
Financial Ratios Analysis
Financial Statements Analysis
Settlement Dates
Share Price After Warrant Dilution
Swaps
Valuation Model
Valuation – Warrant – Combined Value
Valuation – Warrant – Put Only
...
CIR Model
Curve Interpolation BIM
Curve Interpolation NS
Forward Rates from Spot Rates
Spline Interpolation and Extrapolation.xls
Term Structure of Volatility
US Treasury Risk Free Rate
Vasicek Model

Principais funções:
Armazenar e organizar
Categorize e analise
Visualize e descubra

Principais funções:
Identificar os principais eventos de risco
Quantificar todos os eventos de risco
Emitir relatórios e sistemas dinâmicos de acompanhamento dos eventos de risco
Elaboração de toda documentação relativo ao Compliance associado aos eventos de risco mapeados

Principais funções:
CQRM (IIPER) Seminar Curriculum and Detail
MODULE 1: Introduction to Risk Analysis
Chapter 1: Introduction to the Training and What to Expect
Chapter 2: How Are Business Decisions Made?
Chapter 3: What is Risk and Why Should Risk be Considered?
Chapter 4: Overview of Risk Analysis Software Applications
MODULE 2: Monte Carlo Simulation with Risk Simulator
Chapter 1: Overview of Risk Simulator Software
Chapter 2: Profiling, Assumptions, Forecasts and Running Simulations
Chapter 3: Interpreting the Forecast Statistics
Chapter 4: Simulation Run Preferences and Seed Values
Chapter 5: Running Reports, Saving and Extracting Simulation Data
MODULE 3: Advanced Simulation Techniques
Chapter 1: Correlating and Truncating Distributions
Chapter 2: Alternate Parameters
Chapter 3: Multidimensional Simulations
Chapter 4: Distributional Fitting
Chapter 5: Due Diligence and Pitfalls in Simulation
MODULE 4: Simulation and Analytical Tools
Chapter 1: Static Tornado and Spider Charts
Chapter 2: Dynamic Sensitivity Analysis
Chapter 3: Hypothesis Test on Different Distributions
Chapter 4: Nonparametric Bootstrap Simulation
MODULE 5: Forecasting
Chapter 1: Overview of Forecasting Techniques and Data Types
Chapter 2: Forecasting Without Data
Chapter 3: Time-Series Analysis Forecasting
Chapter 4: Nonlinear Extrapolation
Chapter 5: Multivariate Regression Analysis
Chapter 6: Stochastic Processes
Chapter 7: Box-Jenkins ARIMA
MODULE 6: Real Options Analysis: Theory and Background
Chapter 1: Introduction to Real Options: What, Where, Who, When, How, and Why?
Chapter 2: Sample Applied Business Cases
Chapter 3: Overview of Options Valuation Techniques: Financial vs. Real Options
Chapter 4: Risk-Neutral Probability Technique
Chapter 5: Solving a Basic European and American Call Option
Chapter 6: Using Microsoft Excel to Solve a Basic European and American Call Option
Chapter 7: Solving Basic Abandonment, Expansion, Contraction, and Chooser Options
MODULE 7: Real Options Analysis: Application with SLS Software
Chapter 1: Overview of the Different SLS Modules and Volatility Estimates
Chapter 2: Volatility Estimates
Chapter 3: Solving Options with Changing Inputs and Customized Exotic Options
Chapter 4: MSLS: Multiple Sequential Compound Options
Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset Rainbow Options using Trinomial, Quadranomial, and Pentanomial Lattices
Chapter 6: Framing Real Options-Structuring the Problem
Chapter 7: The Next Steps...
MODULE 8: Optimization with Risk Simulator
Chapter 1: Introduction to Optimization
Chapter 2: Continuous Optimization
Chapter 3: Integer Optimization

Principais funções:
Ensino de matemática avançada