Financial Modeling with Crystal Ball and Excel Chapter 10 potx

... Portfolio Loss inFigure 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 lose140146 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 10. 2 VaR and CVaR forindependent investments modeled inCVaRSubadditivity.xls.1% ... lower than the sumof the component risks, and so it is a satisfactory measure of risk from this point ofview.142 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL SHORTCOMINGS OF VARVaR provides...

Financial Modeling with Crystal Ball and Excel Chapter 3 potx

... to offer for sale in its retail stores and afﬁliated pro shops. It plans to2832 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 thedeterministic model in AKGolf.xls to create a stochastic model.30 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 3.1 Stochastic assumptions ... Further, with Crystal Ball it is easy to change more than one input at a time, as we will see in the nextsection.DEFINING CRYSTAL BALL ASSUMPTIONSA stochastic input cell in Crystal Ball is...

Financial Modeling with Crystal Ball and Excel Chapter 11 potx

... FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 11.8 Crystal Ball model on the ‘‘VectorRandom Walk’’ worksheet ofRandomWalkWithDrift.xls for forecasting a vector timeseries with a random ... the observation at time t = 30 forthe random process.158 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 11 .10 Crystal Ball model for forecasting with a multiplicative model the January ... 11.7 Crystal Ball model on the ‘‘Scalar Random Walk’’worksheet of RandomWalkWithDrift.xls for forecasting a timeseries with a random walk with drift process. Cells C25:C29 are Crystal Ball...

Financial Modeling with Crystal Ball and Excel Chapter 1 pptx

... Crystal Ball Assumptions 36 Crystal Ball s Basic Distributions 36Using Historical Data to Choose Distributions 54Specifying Correlations 63vii 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 rewards and punishments associated with the decisions you ... Results 27 CHAPTER 3Building a Crystal Ball Model 28Simulation Modeling Process 28Deﬁning Crystal Ball Assumptions 29Running Crystal Ball 32Sources of Error 33Controlling Model Error 35CHAPTER...

Financial Modeling with Crystal Ball and Excel Chapter 2 ppsx

... 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 plotshows 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 FIGURE 2.5 Frequency distributions ... Figure 2.2, thepossible values range from $0 to $15 million, and are broken up into 15 equal14 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2.3 Cumulative frequency chart showing accumulated...

Financial Modeling with Crystal Ball and Excel Chapter 4 pot

... 60 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL This section gives a brief description of the procedures used by Crystal Ball forﬁtting distributions. Suppose a random sample of ... the variable islognormally distributed.46 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4.11 Triangular(90 ,100 , 110) assumption used for modeling revenue inFigure 4.12.FIGURE 4.12 ... indicator variables in thecells directly above them, C5:C10, F5:F16,andI5:I22, respectively. The cells50 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4.17 Distribution of sum of 30 days’ sales....

Financial Modeling with Crystal Ball and Excel Chapter 5 pot

... second quarter of year, and abandon theproject if three consecutive quarters of cash ﬂow below −$6 occur; and (2) expand if88 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 more values with Decision Table, ... values that Crystal Ball checks and thusspeeds up the analysis.86 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL To see the decision variable for threshold value of cash ﬂow for expanding theproject,...

Financial Modeling with Crystal Ball and Excel Chapter 6 docx

... increase the precision of theestimate 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 processingduring each trial of the simulation, see the Crystal Ball User Manual ... 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 Chapter 7 pptx

... year. These are 106 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.1 Spreadsheet segment to model annuity with deterministiccash ﬂows of − $100 at the end of Year 0, and $30 at the end ... 3, 4, and 5, where each Ztis drawn from a116 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.11 Spider chart.analysis of the relationships between the randomly generated inputs and ... are customers from whom 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 (1968), computers...

Financial Modeling with Crystal Ball and Excel Chapter 8 pptx

... up with a goodmodel 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 Crystal Ball assumptions were varied ... the 1stpercentile to the 99th percentile in ﬁve equally spaced steps.126 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 8.1 Historical income statement in Sengupta.xls.income statement...

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