Financial Modeling with Crystal Ball and Excel Chapter 12 pps

... to price this option using Crystal Ball and OptQuest. This method uses OptQuest’s tabu search to identify an186 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 12. 14 Distribution of the ... below.170184 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 12. 12 Decision table from model inBullSpread.xls to simulate the return on a bull spreadfor several values of µ and σ.Because ... if and only if the price of the underlying exceeds the strike price on the exercisedate. That is, the payoff is$1 if ST> K,0otherwise.176 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE...

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.26 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2.15 Overlay chart comparing accumulated value after 30 years of retirement savings for twodifferent allocations into stocks and bonds ... Wealth greater than the corresponding monetary value onthe horizontal axis. 12 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2.1 Spreadsheet segment from Accumulate.xls showing accumulated...

Financial Modeling with Crystal Ball and Excel Chapter 9 pps

... problem:138 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 9.4 Optimal asset allocations and sustainablewithdrawal rates for two planning horizons.Horizon LCS SCS CB USGB Spend30-year .25 .12 ... problem, and gives ﬁnancial planners an idea of how to use Crystal Ball and OptQuest todemonstrate to their clients the risks involved in retirement planning.136 FINANCIAL MODELING WITH CRYSTAL BALL ... stochastic, remaining lifetime horizon, the estimated median value of her134 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 9.3 Spearman correlation matrix for annual totalreturns during...

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 63vii10 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL ■ Crystal ... NPV and IRR 107Capital Budgeting 111Customer Net Present Value 121 CHAPTER 8 Modeling Financial Statements 125 Deterministic Model 125 Tornado Chart and Sensitivity Analysis 126 Crystal Ball ... 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...

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 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 ... 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 Spreadsheet model for ... 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...

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

... 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, ... 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 Chapter 7 pptx

... 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 ... cash ﬂow) 112 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.6 ScooterNPV.xls spreadsheet model.In the next section, we use this model to demonstrate the use of Crystal Ball sTornado ... deterministically, theSensitivity Analysis feature of Crystal Ball obtains its results through a statistical 120 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.15 NPV Forecast for ScooterSimulation.xls.FIGURE...

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 ... from 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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