Financial Modeling with Crystal Ball and Excel Chapter 2 ppsx

... 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 depicting negative (Skewness = 2) , positive ( +2) , and near-zero(0. 02) ... segment of thismodel is shown in Figure 2. 1. Note that rows 14 through 40 are hidden tosave space.11 22 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 2. 9 Dialog window showing settings to ... Year 30 Wealth in 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...

Financial Modeling with Crystal Ball and Excel Chapter 1 pptx

... the Allocations 21 Presenting the Results 27 CHAPTER 3Building a Crystal Ball Model 28 Simulation Modeling Process 28 Deﬁning Crystal Ball Assumptions 29 Running Crystal Ball 32 Sources of Error ... xvii CHAPTER 1Introduction 1 Financial Modeling 2 Risk Analysis 2 Monte Carlo Simulation 4Risk Management 8Beneﬁts and Limitations of Using Crystal Ball 8 CHAPTER 2 Analyzing Crystal Ball ... College on Simulation, and proceedings coeditor (1996) and program chair (20 02) for the Winter Simulation Confererences.xvii Financial Modeling with Crystal Ball and Excel JOHN CHARNESJohn...

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 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 thedeterministic model in AKGolf.xls to create a stochastic model.30 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 3.1 Stochastic assumptions ... The next chapter takes a morein-depth view of selecting and specifying Crystal Ball assumptions.Building a Crystal Ball Model31FIGURE 3 .2 Distribution gallery showing the triangular and normal...

Financial Modeling with Crystal Ball and Excel Chapter 4 pot

... 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 ... shown 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 ... paper and placing in a bowl, then sampling with replacement from the bowl todetermine the return for each year.58 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 4 .24 Dialog for step 2 of...

Financial Modeling with Crystal Ball and Excel Chapter 5 pot

... 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 3 in using ... 5 .27 is the same asthat identified in Figure 5 .22 using Decision Table, namely an Abandon Point of−6 and an Expansion Point of 5. For both Figures 5 .27 and 5 .22 , we used four 92 FINANCIAL MODELING ... 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

... calculation (zα /2 , s,andn) can be used to 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 ... 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

... Present Value and Internal Rate of Return 123 normally distributed random variables with means and standard deviations given incolumns F and G.The values in cells I9:I18 and I 22: I31 are the ... +3Ztfor t = 1, 2, 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 ... Step 1 in using the tornado chart tool.FIGURE 7.8 Step 2 in using the tornado chart tool. 122 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 7.17 Model in LifetimeValueModel.xls for computing...

Financial Modeling with Crystal Ball and Excel Chapter 8 pptx

... mostimportant driver of 20 06 EBIT. This emphasizes the need to come up with a goodmodel for deﬁning sales assumptions. 128 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL FIGURE 8.4 Crystal Ball model for ... Sengupta2.xls. Cells J6,J7, J10,andJ 12 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 ... Statements 129 FIGURE 8.6 Sensitivity analysis chart for Crystal Ball modelin Sengupta2.xls. CRYSTAL BALL SENSITIVITY CHARTFigure 8.6 shows a sensitivity chart for the Crystal Ball model for 20 02 20 06...

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 ... estimated median value of her134 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 9.3 Spearman correlation matrix for annual totalreturns during the period 1 926 20 02 for four assetclasses.LCS ... 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...

Financial Modeling with Crystal Ball and Excel Chapter 10 potx

... lose140146 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL TABLE 10 .2 VaR and CVaR forindependent investments modeled inCVaRSubadditivity.xls.1% VaR 1% CVaRTotal Loss $ 20 9.51 $ 4,687Loss1 $ 98 .22 ... 4,687Loss1 $ 98 .22 $ 2, 3 92 Loss2 $ 99 .27 $ 2, 407opportunities with potential losses X1 and X 2 .BothX1 and X 2 loss distributionshave Pareto distributions with Location Parameter =1andShape Parameter ... and Loss2,$4799 = $23 92 + $24 07. However, VaR is not subadditive because the VaR forthe Total Loss, $20 9.51, is greater than the sum of the VaRs for Loss1 and Loss2,$197.49 = $98 .22 +$99 .27 .In...

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