1.

Record Nr.

UNINA9910141251103321

Autore

Charnes John

Titolo

Financial Modeling with Crystal Ball and Excel [[electronic resource]]

Pubbl/distr/stampa

New York, : Wiley, 2012

ISBN

1-119-20321-X

1-280-59278-8

9786613622617

1-118-22705-0

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (336 p.)

Collana

Wiley Finance

Classificazione

BUS036000

Disciplina

332.0113

332.0285/554

332.0285554

Soggetti

BUSINESS & ECONOMICS / Investments & Securities

Finance -- Mathematical models

Microsoft Excel (Computer file)

Finance - Mathematical models

Investments - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Include bibliographical references and index.

Nota di contenuto

Financial Modeling with Crystal Ball and Excel; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Introduction; 1.1 FINANCIAL MODELING; 1.2 RISK ANALYSIS; 1.3 MONTE CARLO SIMULATION; 1.4 RISK MANAGEMENT; 1.5 BENEFITS AND LIMITATIONS OF USING CRYSTAL BALL; 1.5.1 Benefits; 1.5.2 Limitations; CHAPTER 2 Analyzing Crystal Ball Forecasts; 2.1 SIMULATING A 50-50 PORTFOLIO; 2.1.1 Accumulate.xls; 2.1.2 Frequency Chart; 2.1.3 Cumulative Frequency Chart; 2.1.4 Statistics View; 2.1.5 Forecast Window Percentiles View; 2.2 VARYING THE ALLOCATIONS; 2.2.1 Decision Table Tool; 2.2.2 Trend Chart

2.2.3 Overlay Chart 2.3 PRESENTING THE RESULTS; CHAPTER 3 Building A Crystal Ball Model; 3.1 SIMULATION MODELING PROCESS; 3.1.1 Example: AKGolf.xls; 3.2 DEFINING CRYSTAL BALL ASSUMPTIONS AND FORECASTS; 3.2.1 Defining Assumptions; 3.2.2 Defining Profit as a



Forecast Cell; 3.3 RUNNING CRYSTAL BALL; 3.4 SOURCES OF ERROR; 3.5 CONTROLLING MODEL ERROR; CHAPTER 4 Selecting Crystal Ball Assumptions; 4.1 CRYSTAL BALL'S BASIC DISTRIBUTIONS; 4.1.1 Yes-No; 4.1.2 Binomial; 4.1.3 Discrete Uniform; 4.1.4 Uniform; 4.1.5 Triangular; 4.1.6 Normal; 4.1.7 Lognormal

4.2 USING HISTORICAL DATA TO CHOOSE DISTRIBUTIONS 4.2.1 Direct Sampling; 4.2.2 Sampling from a Fitted Distribution; 4.2.3 Fitting Distributions to Data; 4.2.4 Goodness-of-Fit Testing; 4.2.5 Eyeball Test; 4.2.6 Caveats; 4.2.7 What If No Historical Data Are Available?; 4.3 SPECIFYING CORRELATIONS; 4.3.1 Pearson Correlation Statistic; 4.3.2 Spearman (Rank) Correlation Statistic; 4.3.3 Using Crystal Ball to Calculate Correlations Between Two Assumptions; 4.3.4 Batch Fit; 4.3.5 Correlation Tool; CHAPTER 5 Using Decision Variables; 5.1 DEFINING DECISION VARIABLES

5.2 DECISION TABLE WITH ONE DECISION VARIABLE 5.2.1 Trend Chart; 5.2.2 Overlay Chart; 5.3 DECISION TABLE WITH TWO DECISION VARIABLES; 5.3.1 Model; 5.3.2 Threshold Values; 5.3.3 Two-Way Decision Table; 5.3.4 Interpreting the Results; 5.4 USING OPTQUEST; 5.4.1 Terminology; 5.4.2 Example; CHAPTER 6 Selecting Run Preferences; 6.1 TRIALS; 6.1.1 Number of Trials to Run; 6.1.2 Stop on Calculation Errors; 6.1.3 Stop When Precision Control Limits Are Reached; 6.2 SAMPLING; 6.2.1 Random Number Generation; 6.2.2 Sampling Method; 6.3 SPEED; 6.3.1 Run Mode; 6.3.2 Chart Windows; 6.4 OPTIONS; 6.5 STATISTICS

CHAPTER 7 Net Present Value and Internal Rate of Return 7.1 DETERMINISTIC NPV AND IRR; 7.2 SIMULATING NPV AND IRR; 7.3 CAPITAL BUDGETING; 7.3.1 Tornado Chart Tool; 7.3.2 Risk Analysis; 7.3.3 Caveats; 7.4 CUSTOMER NET PRESENT VALUE; 7.4.1 Results; CHAPTER 8 Modeling Financial Statements; 8.1 DETERMINISTIC MODEL; 8.2 TORNADO CHART AND SENSITIVITY ANALYSIS; 8.3 CRYSTAL BALL SENSITIVITY CHART; 8.4 CONCLUSION; CHAPTER 9 Portfolio Models; 9.1 SINGLE-PERIOD CRYSTAL BALL MODEL; 9.2 SINGLE-PERIOD ANALYTICAL SOLUTION; 9.3 MULTI-PERIOD CRYSTAL BALL MODEL; CHAPTER 10 Value at Risk; 10.1 VAR

10.2 SHORTCOMINGS OF VAR

Sommario/riassunto

Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal Ball This revised and updated edition of the bestselling book on financial modeling provides the tools and techniques needed to perform spreadsheet simulation. It answers the essential question of why risk analysis is vital to the decision-making process, for any problem posed in finance and investment. This reliable resource reviews the basics and covers how to define and refine probability distributions in financial modeling, and explores the concepts driving the simulation modeling process



2.

Record Nr.

UNINA9910783724703321

Titolo

Biomechanics at micro- and nanoscale levels [[electronic resource] ] . Vol. I : morphogenesis. / / editor, Hiroshi Wada

Pubbl/distr/stampa

Hackensack, NJ ; ; Singapore, : World Scientific, c2005

ISBN

1-281-88099-X

9786611880996

981-256-930-8

Descrizione fisica

1 online resource (183 p.)

Altri autori (Persone)

WadaHiroshi <1949->

Disciplina

571.43

612.76

Soggetti

Biomechanics

Cells - Mechanical properties

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

PREFACE; CONTENTS; I. CELL MECHANICS; IMAGING AND MECHANICAL PROPERTIES OF GUINEA PIG OUTER HAIR CELLS STUDIED BY ATOMIC FORCE MICROSCOPY; DEVELOPMENT OF A NOVEL MICRO TENSILE TESTER FOR SINGLE ISOLATED CELLS AND ITS APPLICATION TO VISCOELASTIC ANALYSIS OF AORTIC SMOOTH MUSCLE CELLS; SHEAR DEPENDENT ALBUMIN UPTAKE IN CULTURED ENDOTHELIAL CELLS; BIOMECHANICAL AND BIOTRIBOLOGICAL IMPORTANCE OF SURFACE AND SURFACE ZONE IN ARTICULAR CARTILAGE; II. CELL RESPONSE TO MECHANICAL STIMULATION

OSTEOBLASTIC MECHANOSENSITIVITY TO LOCALIZED MECHANICAL STIMULUS DEPENDS ON ORIENTATION OF CYTOSKELETAL ACTIN FIBERSMICROBIOMECHANICAL PROPERTIES OF CULTURED ENDOTHELIAL CELLS ESTIMATED BY ATOMIC FORCE MICROSCOPY; EFFECTS OF MECHANICAL STRESSES ON THE MIGRATING BEHAVIOR OF ENDOTHELIAL CELLS; III. TISSUE ENGINEERING; ENGINEERING APPROACHES TO REGULATE CELL DIFFERENTIATION AND TISSUE REGENERATION; A NEW THEORY ON THE LOCALIZATION OF VASCULAR DISEASES; AUTOMORPHOGENESIS OF LOAD BEARING FIBROUS TISSUES: GENERATION OF TENSILE STRESS, CELL ALIGNMENT, AND MATRIX



DEFORMATION BY FIBROBLASTS

IV. COMPUTATIONAL BIOMECHANICSNOTE ON ANISOTROPIC PROPERTIES OF CANCELLOUS BONE AND TRABECULAE: ELASTICITY AND HARDNESS; APPLICATION OF COMPUTATIONAL BIOMECHANICS TO CLINICAL CARDIOVASCULAR MEDICINE; BIOMECHANICAL STUDY FOR SKELETAL MUSCLE INJURY AND A VIEW OF MICRO-BIOMECHANICS FOR MICROSTRUCTURE OF MUSCLE; MECHANICAL BEHAVIOR AND STRUCTURAL CHANGES OF CELLS SUBJECTED TO MECHANICAL STIMULI: DEFORMATION, FREEZING, AND SHOCK WAVES; SUBJECT INDEX; A; B; C; D; E; F; G; H; I; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y

Sommario/riassunto

This book is essential reading for those interested in understandingcurrent trends of research in the area of biomechanics at micro- andnanoscale levels. It details the research carried out to date in thisfield by fourteen prominent researchers as part of a four-yeargovernment supported project which commenced in 2003.