LEADER 06043nam 22008653u 450 001 9910816079703321 005 20210219164449.0 010 $a1-119-20321-X 010 $a1-280-59278-8 010 $a9786613622617 010 $a1-118-22705-0 035 $a(CKB)2670000000177385 035 $a(EBL)827132 035 $a(OCoLC)793165401 035 $a(SSID)ssj0000155040 035 $a(PQKBManifestationID)11161476 035 $a(PQKBTitleCode)TC0000155040 035 $a(PQKBWorkID)10099472 035 $a(PQKB)10332041 035 $a(SSID)ssj0000659578 035 $a(PQKBManifestationID)12257967 035 $a(PQKBTitleCode)TC0000659578 035 $a(PQKBWorkID)10694840 035 $a(PQKB)11351716 035 $a(CaSebORM)9781118240052 035 $a(MiAaPQ)EBC827132 035 $a(OCoLC)816351241 035 $a(OCoLC)ocn816351241 035 $a(EXLCZ)992670000000177385 100 $a20130418d2012|||| u|| | 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial Modeling with Crystal Ball and Excel 205 $a2nd ed. 210 $aNew York $cWiley$d2012 215 $a1 online resource (336 p.) 225 1 $aWiley Finance 300 $aDescription based upon print version of record. 311 $a1-118-24005-7 311 $a1-118-17544-1 320 $aInclude bibliographical references and index. 327 $aFinancial 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 327 $a2.2.3 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 327 $a4.2 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 327 $a5.2 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 327 $aCHAPTER 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 327 $a10.2 SHORTCOMINGS OF VAR 330 $aUpdated 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. 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