Financial Modeling with Crystal Ball and Excel Chapter 2 ppsx

... percent. FIGURE 2. 10 Step 1 in using the Decision Table tool. 18 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2. 5 Frequency distributions depicting negative (Skewness = 2) , positive ( +2) , and near-zero (0. 02) ... segment of this model is shown in Figure 2. 1. Note that rows 14 through 40 are hidden to save space. 11 22 FINANCIAL MODELING WITH CRYSTAL...

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... the Allocations 21 Presenting the Results 27 CHAPTER 3 Building a Crystal Ball Model 28 Simulation Modeling Process 28 Defining Crystal Ball Assumptions 29 Running Crystal Ball 32 Sources of Error ... xvii CHAPTER 1 Introduction 1 Financial Modeling 2 Risk Analysis 2 Monte Carlo Simulation 4 Risk Management 8 Benefits and Limitations of Using Crystal Bal...

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... to offer for sale in its retail stores and affiliated pro shops. It plans to 28 32 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 3.4 Defining the demand assumption for the Alaskan Golf purchase ... section, we will add assumptions and a forecast to the deterministic model in AKGolf.xls to create a stochastic model. 30 FINANCIAL MODELING WITH CRYSTAL BALL...

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... distribution. 66 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL cells B2:B78 and C2:C78, respectively, in the spreadsheet PearsonSpearman.xls. Cell H2 is lognormal(1.18,0.36), and cell I2 is lognormal(1.13,0 .22 ). The ... shown in Figure 4 .24 . For example, we chose to rank with the FIGURE 4 .27 Goodness-of-fit statistics for data in file Lognormal.xls. 52 FINANCIAL M...

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... quarter of year, and abandon the project if three consecutive quarters of cash flow below −$6 occur; and (2) expand if 88 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 5 .21 Step 3 in using ... 5 .27 is the same as that identified in Figure 5 .22 using Decision Table, namely an Abandon Point of −6 and an Expansion Point of 5. For both Figures 5 .27 and 5 .22 , we u...

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... calculation (z α /2 , s,andn) can be used to increase the precision of the estimate of the mean. 100 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 6.5 Run Preferences Sampling tab. these random numbers ... FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL and wish to do things Excel doesn’t already do, or you wish to do extra processing during each trial...

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... Present Value and Internal Rate of Return 123 normally distributed random variables with means and standard deviations given in columns F and G. The values in cells I9:I18 and I 22: I31 are the ... +3Z t for t = 1, 2, 3, 4, and 5, where each Z t is drawn from a 116 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.11 Spider chart. analysis of the relationshi...

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... most important driver of 20 06 EBIT. This emphasizes the need to come up with a good model for defining sales assumptions. 128 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 8.4 Crystal Ball model for ... Sengupta2.xls. Cells J6, J7, J10,andJ 12 are Crystal Ball assumptions, and I3 is a forecast. FIGURE 8.5 Tornado chart for Crystal Ball model in Sengupt...

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... problem: 138 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 9.4 Optimal asset allocations and sustainable withdrawal rates for two planning horizons. Horizon LCS SCS CB USGB Spend 30-year .25 . 12 ... estimated median value of her 134 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 9.3 Spearman correlation matrix for annual total returns during the pe...

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... lose 140 146 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 10 .2 VaR and CVaR for independent investments modeled in CVaRSubadditivity.xls. 1% VaR 1% CVaR Total Loss $ 20 9.51 $ 4,687 Loss1 $ 98 .22 ... 4,687 Loss1 $ 98 .22 $ 2, 3 92 Loss2 $ 99 .27 $ 2, 407 opportunities with potential losses X 1 and X 2 .BothX 1 and X 2 loss distributions have Pareto dis...

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