Financial Modeling with Crystal Ball and Excel Chapter 9 pps

... following mathematical programming problem: 138 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 9. 4 Optimal asset allocations and sustainable withdrawal rates for two planning horizons. Horizon ... problem, and gives financial planners an idea of how to use Crystal Ball and OptQuest to demonstrate to their clients the risks involved in retirement planning. 136 F...

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... that only 9, 761 trials are displayed, the value $3,775,824 for the mean in Figure 2.4 is calculated from all 10,000 trials of the simulation. 16 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE ... more. 26 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2.15 Overlay chart comparing accumulated value after 30 years of retirement savings for two differe...

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... method to price this option using Crystal Ball and OptQuest. This method uses OptQuest’s tabu search to identify an 186 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 12.14 Distribution ... if and only if the price of the underlying exceeds the strike price on the exercise date. That is, the payoff is $1 if S T > K, 0otherwise. 176 FINANCIAL MODELING WITH...

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... College on Simulation, and proceedings coeditor ( 199 6) and program chair (2002) for the Winter Simulation Confererences. xvii Financial Modeling with Crystal Ball and Excel JOHN CHARNES John ... Crystal Ball Assumptions 36 Crystal Ball s Basic Distributions 36 Using Historical Data to Choose Distributions 54 Specifying Correlations 63 vii 10 FINANCIAL MODELING...

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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 ... create a stochastic model. 30 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 3.1 Stochastic assumptions to be added to AKGolf.xls. Assumption Cell Distribu...

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... 60 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL This section gives a brief description of the procedures used by Crystal Ball for fitting distributions. Suppose a random sample of ... example, we chose to rank with the FIGURE 4.27 Goodness-of-fit statistics for data in file Lognormal.xls. 52 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4. 19 Mixture...

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... through K are hidden. 94 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL different values for Abandon Point and seven different values for Expansion Point. If we used more values with Decision Table, ... Decision Table, namely an Abandon Point of −6 and an Expansion Point of 5. For both Figures 5.27 and 5.22, we used four 92 FINANCIAL MODELING WITH CRYSTAL BALL...

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... here. FIGURE 6.8 Run Preferences Statistics tab. 96 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 6.1 Run Preferences Trials tab. Crystal Ball executes the simulation cycle automatically, ... 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 of the sim...

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... 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 relationships between the randomly generated inputs and ... it receives revenues between $25,000 and $100,000 per year. 110 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL was first promoted some 40 years ago by Hertz ( 196 8)...

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... up with a good model for defining sales assumptions. 128 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 8.4 Crystal Ball model for income statement in Sengupta2.xls. Cells J6, J7, J10,andJ12 ... assumptions were varied from the 1st percentile to the 99 th percentile in five equally spaced steps. 126 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE...

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