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This section offers a variety of techniques commonly used in the modeling of financial risk assessments of investment projects: for example, modeling of time series of exchange rates, markets, interest rates, etc. The section on times series offers additional examples.

We also include here a number of ways of evaluating the value of potential investment projects: NPV, eNPV, VaR (Value at Risk) and real options, and explain the difficulties associated with some other measures. The section on NPV analysis offers some comments and guidelines on the error associated with giving distributions of NPV from a simulation model, and reconciling the difference in NPV between a baseline non-risked model and a risked model.

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