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Author(s) : John Charnes
Publisher : Wiley
Year : Mar 2007
ISBN 10: 0471779725
ISBN 13: 9780471779728
Language : English
Pages : 269
File type : PDF
Size : 5.8 MB (book + example files)
This book is intended for analysts who wish to construct stochastic financial models, and anyone else interested in learning how to use Crystal Ball. Instructors with a practical bent may also find it useful as a supplement for courses in finance, management science, or industrial engineering.
The first six chapters of this book cover the features of Crystal Ball and OptQuest. Several examples are used to illustrate how these programs can be used to enhance deterministic Excel models for stochastic financial analysis and planning. The remaining seven chapters provide more detailed examples of how Crystal Ball and OptQuest can be used in financial risk analysis of investments in securities, derivatives, and real options.
The technical appendices provide details about the methods used by Crystal Ball in its algorithms, and a description of some methods of variance reduction that can be employed to increase the precision of your simulation estimates. All of the models described in the book are available on the accompanying CD-ROM, as is a link to a Web site from which a trial version of Crystal Ball may be downloaded.
TABLE OF CONTENT:
Chapter 01 - Introduction
Chapter 02 - Analyzing Crystal Ball Forecasts
Chapter 03 - Building a Crystal Ball Model
Chapter 04 - Selecting Crystal Ball Assumptions
Chapter 05 - Using Decision Variables
Chapter 06 - Selecting Run Preferences
Chapter 07 - Net Present Value and Internal Rate of Return
Chapter 08 - Modeling Financial Statements
Chapter 09 - Portfolio Models
Chapter 10 - Value at Risk
Chapter 11 - Simulating Financial Time Series
Chapter 12 - Financial Options
Chapter 13 - Real Options
Appendix A - Crystal Ball’s Probability Distributions
Appendix B - Generating Assumption Values
Appendix C - Variance Reduction Techniques
Appendix D - About the Download
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