Financial Modeling with Crystal Ball and Excel Chapter 10 potx

... Portfolio Loss in Figure 10. 1. 144 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 10. 4 Crystal Ball model to find VaR and CVaR. normally distributed, but truncated at 100 percent. The model ... horizon, then on average the trading operation should lose 140 146 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 10. 2 VaR and CVaR for independent...

Ngày tải lên: 05/07/2014, 18:20

... 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 AND...

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... FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 11.8 Crystal Ball model on the ‘‘Vector Random Walk’’ worksheet of RandomWalkWithDrift.xls for forecasting a vector time series with a random ... the observation at time t = 30 for the random process. 158 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 11 .10 Crystal Ball model for forecasting...

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... Crystal Ball Assumptions 36 Crystal Ball s Basic Distributions 36 Using Historical Data to Choose Distributions 54 Specifying Correlations 63 vii 10 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL ■ Crystal ... approximation to reality. 4 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL In short, probability and statistics help you weigh the potential rew...

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... your clients. 20 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2.7 Plot of 100 / √ n for n in the interval [100 , 100 00]. This plot shows how the standard error of the mean decreases as ... from 10 percent to 90 percent in steps of 10 percent. FIGURE 2 .10 Step 1 in using the Decision Table tool. 18 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIG...

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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 ... the variable is lognormally distributed. 46 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4.11 Triangular(90 ,100 , 110) assumption used for modeling revenue in Figure...

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... second 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 ... 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...

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... 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 has the capability to produce over ... 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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... year. These are 106 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.1 Spreadsheet segment to model annuity with deterministic cash flows of − $100 at the end of Year 0, and $30 at the end ... 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 th...

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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 ... Cells J6, J7, J10,andJ12 are Crystal Ball assumptions, and I3 is a forecast. FIGURE 8.5 Tornado chart for Crystal Ball model in Sengupta2.xls. The values of the Cr...

Ngày tải lên: 05/07/2014, 18:20