| Description |
1 online resource |
| Physical Medium |
polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 |
| Description |
data file |
| Note |
Includes index. |
| Summary |
"Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal BallThis 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. It also discusses simulation controls and analysis of simulation results. The second edition of Financial Modeling with Crystal Ball and Excel contains instructions, theory, and practical example models to help apply risk analysis to such areas as derivative pricing, cost estimation, portfolio allocation and optimization, credit risk, and cash flow analysis. It includes the resources needed to develop essential skills in the areas of valuation, pricing, hedging, trading, risk management, project evaluation, credit risk, and portfolio management. Offers an updated edition of the bestselling book covering the newest version of Oracle Crystal Ball Contains valuable insights on Monte Carlo simulation--an essential skill applied by many corporate finance and investment professionals Written by John Charnes, the former finance department chair at the University of Kansas and senior vice president of global portfolio strategies at Bank of America, who is currently President and Chief Data Scientist at Syntelli Solutions, Inc. Risk Analytics and Predictive Intelligence Division (Syntelli RAPID) Engaging and informative, this book is a vital resource designed to help you become more adept at financial modeling and simulation"-- Provided by publisher |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
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. |
| Language |
English. |
| Subject |
Crystal ball (Computer file)
|
|
Microsoft Excel (Computer file)
|
|
Crystal ball (Computer file) |
|
Microsoft Excel (Computer file) |
|
Finance -- Mathematical models.
|
|
Investments -- Mathematical models.
|
|
Finances -- Modèles mathématiques. |
|
Investissements -- Modèles mathématiques. |
|
Finance -- Mathematical models |
|
Investments -- Mathematical models |
| Other Form: |
Print version: Charnes, John Martin. Financial modeling with Crystal Ball and Excel. Second edition. Hoboken, New Jersey : Wiley, 2012 9780470892039 (DLC) 2012020174 |
| ISBN |
9781118175446 (pbk.) |
|
1118175441 (pbk.) |
|
9781119203216 (electronic bk.) |
|
111920321X (electronic bk.) |
|
1280592788 |
|
9781280592782 |
|
9786613622617 |
|
6613622613 |
|
(hardback) |
|
(pbk.) |
|
(paper/cd-rom) |
|
(paper/cd-rom) |
| Standard No. |
9786613622617 |
|
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