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Financial modeling with Crystal Ball and Excel

Author: Charnes, John Series: Wiley finance Publisher: Wiley, 2007.Language: EnglishDescription: 269 p. ; 23 cm.ISBN: 0471779725Type of document: BookBibliography/Index: Includes bibliographical references and index and glossary
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Europe Campus
Main Collection
Print HG106 .C43 2007
(Browse shelf)
001225923
Available 001225923
Total holds: 0

Includes bibliographical references and index and glossary

Digitized

Financial Modeling with Crystal Ball and Excel Contents Preface Acknowledgments About the Author CHAPTER 1 Introduction Financial Modeling Risk Analysis Monte Carlo Simulation Risk Management Benefits and Limitations of Using Crystal Ball xi xv xvii 1 2 2 4 8 8 CHAPTER 2 Analyzing Crystal Ball Forecasts Simulating A 50-50 Portfolio Varying the Allocations Presenting the Results 11 11 21 27 CHAPTER 3 Building a Crystal Ball Model Simulation Modeling Process Defining Crystal Ball Assumptions Running Crystal Ball Sources of Error Controlling Model Error 28 28 29 32 33 35 CHAPTER 4 Selecting Crystal Ban Assumptions Crystal Ball's Basic Distributions Using Historical Data to Choose Distributions Specifying Correlations 36 36 54 63 CHAPTER 5 Using Decision Variables Defining Decision Variables Decision Table with One Decision Variable Decision Table with Two Decision Variables Using OptQuest 71 71 73 79 89 CHAPTER 6 Selecting Run Preferences Trials Sampling Speed Options Statistics 85 95 98 101 103 104 CHAPTER 7 Net Present Value and Internal Rate of Return Deterministic NPV and IRR Simulating NPV and IRR Capital Budgeting Customer Net Present Value 105 105 107 111 121 CHAPTER 8 Modeling Financial Statements Deterministic Model Tornado Chart and Sensitivity Analysis Crystal Ball Sensitivity Chart Conclusion 125 125 126 129 129 CHAPTER 9 Portfolio Models Single-Period Crystal Ball Model Single-Period Analytical Solution Multiperiod Crystal Ball Model 132 132 134 135 CHAPTER 10 Value at Risk VaR Shortcomings of VaR CVaR 140 140 142 142 CHAPTER 11 Simulating Financial lime Series White Noise Random Walk Autocorrelation Additive Random Walk with Drift Multiplicative Random Walk Model Geometric Brownian Motion Model Mean-Reverting Model 147 147 149 150 154 157 160 164 CHAPTER 12 Financial Options Types of Options Risk-Neutral Pricing and the Black-Scholes Model Portfolio Insurance American Option Pricing Exotic Option Pricing Bull Spread Principal-Protected Instrument 170 170 171 174 177 179 183 184 CHAPTER 18 Real Options Financial Options and Real Options Applications of ROA Black-Scholes Real Options Insights ROV Tool Summary 187 187 188 191 193 200 Appendix A Crystal Ball's Probability Distributions Appendix B Generating Assumption Values Appendix C Variance Reduction Techniques Appendix D About the Download Glossary References Index 202 235 243 249 251 255 263

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