Financial Modeling with Crystal Ball and Excel Chapter 4 pot

... in Figure 4. 24. For example, we chose to rank with theFIGURE 4. 27 Goodness-of-ﬁt statistics for data in ﬁle Lognormal.xls.52 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4. 19 Mixture ... 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 ... much. Subject matter knowledge and good judgment are alsonecessary ingredients for constructing good models. 42 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4. 7 Spreadsheet segment showing...

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 5 pot

... 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, ... 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 ... > 0) ≈ 40 percent.FIGURE 5.13 Crystal Ball forecast for NPV1 for the case of no ﬂexibilityin the Project.xls model.82 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 5. 14 Spreadsheet...

Financial Modeling with Crystal Ball and Excel Chapter 10 potx

... should lose 140 146 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 10.2 VaR and CVaR forindependent investments modeled inCVaRSubadditivity.xls.1% VaR 1% CVaRTotal Loss $ 209.51 $ 4, 687Loss1 ... $ 2 ,40 7opportunities with potential losses X1 and X2.BothX1 and X2loss distributionshave Pareto distributions with Location Parameter =1andShape Parameter =1. Cell D4 is a Crystal Ball ... 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 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 ... the SPY example, the expected mean and variance are 132.35 and 144 .42 ,respectively. The sample mean and variance of the forecast in cell C178 are 1 34. 54 and 149 .49 , respectively. Furthermore, let...

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 54 Specifying Correlations 63vii10 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 ... xvii CHAPTER 1Introduction 1 Financial Modeling 2Risk Analysis 2Monte Carlo Simulation 4 Risk Management 8Beneﬁts and Limitations of Using Crystal Ball 8 CHAPTER 2Analyzing Crystal Ball...

Financial Modeling with Crystal Ball and Excel Chapter 2 ppsx

... displayed, the value$3,775,8 24 for the mean in Figure 2 .4 is calculated from all 10,000 trials of thesimulation.16 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2 .4 Forecast chart statistics ... is $4, 985,2 34. This means that 80 percent of the forecast valueswere less than that amount, while 20 percent were greater than that amount. Note 24 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE ... Figure 2.2, thepossible values range from $0 to $15 million, and are broken up into 15 equal 14 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2.3 Cumulative frequency chart showing accumulated...

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 ... Forecast for ScooterSimulation.xls.118 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL between e1,t and e2,tis 0.8, while the correlation between e1,t and e 4, tis −0.8.However, the errors are ... time value of money. Cells A4FIGURE 7.18 Forecast charts for CLVs of two customer segments inLifetimeValueModel.xls.1 14 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL The dialog for Step 3...

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...

Xem thêm