Financial Modeling with Crystal Ball and Excel Chapter 11 potx
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 ‘‘Vector
Random Walk’’ worksheet of
RandomWalkWithDrift.xls for forecasting a vector time
series with a random ... observe them.
166 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 11. 17 Excel regression fitting an AR(1) model to the data
dialog window used in Figu...
Financial Modeling with Crystal Ball and Excel Chapter 3 potx
... to offer for sale in its retail stores and affiliated pro shops. It plans to
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32 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 3.4 Defining the demand assumption for the Alaskan Golf purchase ... create a stochastic model.
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TABLE 3.1 Stochastic assumptions to be added to AKGolf.xls.
Assumption Cell Distribu...
Financial Modeling with Crystal Ball and Excel Chapter 10 potx
... horizon, then on average the trading operation should lose
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TABLE 10.2 VaR and CVaR for
independent investments modeled in
CVaRSubadditivity.xls.
1% ... lower than the sum
of the component risks, and so it is a satisfactory measure of risk from this point of
view.
142 FINANCIAL MODELING WITH CRYSTAL BALL AND...
Financial Modeling with Crystal Ball and Excel Chapter 1 pptx
... 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 ... xvii
CHAPTER 1
Introduction 1
Financial Modeling 2
Risk Analysis 2
Monte Carlo Simulation 4
Risk Management 8
Benefits and Limitations of Using Crystal Ball 8
C...
Financial Modeling with Crystal Ball and Excel Chapter 2 ppsx
... 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) skewness at top left, top right, and ... more.
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FIGURE 2.15 Overlay chart comparing accumulated value after 30 years of retirement savings for two
diffe...
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 for
fitting distributions. Suppose a random sample of ... the variable is
lognormally distributed.
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FIGURE 4 .11 Triangular(90,100 ,110 ) assumption used for modeling revenue in
Figure...
Financial Modeling with Crystal Ball and Excel Chapter 5 pot
... second quarter of year, and abandon the
project if three consecutive quarters of cash flow below −$6 occur; and (2) expand if
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FIGURE 5.21 Step ... through K are hidden.
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different values for Abandon Point and seven different values for Expansion Point.
If we used...
Financial Modeling with Crystal Ball and Excel Chapter 6 docx
... 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 simulation, see the Crystal Ball User Manual ... here.
FIGURE 6.8 Run Preferences Statistics tab.
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FIGURE 6.1 Run Preferences Trials tab.
Crystal Ball...
Financial Modeling with Crystal Ball and Excel Chapter 7 pptx
... 3, 4, and 5, where each Z
t
is drawn from a
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FIGURE 7 .11 Spider chart.
analysis of the relationships between the randomly generated inputs and ... (negative cash flow)
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FIGURE 7.6 ScooterNPV.xls spreadsheet model.
In the next section, we use this model to demo...
Financial Modeling with Crystal Ball and Excel Chapter 8 pptx
... 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 ... in sales and cost of sales as a percentage year-by-year as Crystal Ball
assumptions. In Chapter 11, we look closer at modeling financial time series with
this sor...
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