Financial Modeling with Crystal Ball and Excel 金融建模与水晶球和Excel

股票学习站

	【资料名称】:Financial Modeling with Crystal Ball and Excel     【资料描述】: 　　编辑推荐 　　An insightful book on financial modeling and Monte Carlo simulation with the No.1 software name in the business, Crystal Ball, and its lead educator. 　　内容简介 　　Need to apply risk analysis, financial modeling, and simulation to your work? Answer: Use Crystal Ball to make better decisions.Financial Modeling with Crystal Ball provides tools and techniques you to need know to perform spreadsheet simulation, and answers the essential question of why risk analysis is vital to the decision-making process, whatever the problem you are facing in finance and investment.After reviewing the basics, this book covers how to define and refine probability distributions in financial modeling, and exhaustively reviews the concepts behind the simulation modeling process.It discusses simulation controls and analysis of simulation results.Exercises models help you apply risk analysis to such areas as derivative pricing, cost estimation, portfolio allocation and optimization, design analysis, and cash flow analysis.The tools and techniques reviewed are designed to make anyone expert in financial modeling and simulation.They will help you immediately develop essential skills in the areas of areas of valuation, pricing, hedging, trading, risk management, project evaluation and portfolio management. 　　作者简介 　　Dr.John Charnes (Lawrence, KS) is Director of the Finance, Economics, and Decision Sciences Area in the University of Kansas School of Business.His specialty is the application of computer simulation and statistical methods for identifying and solving business problems, and his most current research involves using simulation for option pricing and hedging with derivatives to comply with Financial Accounting Standard (FAS) 133.Prof.Charnes has taught courses in computer simulation, statistics, operations, quality management, and finance in the business schools of the University of Miami (Florida), University of Washington (Seattle), University of Minnesota (Minneapolis), and Hamline University (St.Paul).He has published papers on simulation, statistics, and other topics in Financial Analysts Journal, The American Statistician, Management Science, Decision Sciences, Computers and Operation Research, Journal of the Operational Research Society, Journal of Business Logistics, and Proceedings of the Winter Simulation Conference.Prof.Charnes has performed research, consulting and executive education for more than 50 corporations and other organizations.Prof.Charnes holds the Ph. MBA, and Bachelor of Civil Engineering degrees from the University of Minnesota.Crystal Ball is a full suite of Microsoft Excel-based applications for Monte Carlo simulation, time-series forecasting, optimization and real options analysis.Crystal Ball applications transform basic spreadsheets into dynamic models that solve almost any problem involving uncertainty, variability and risk. 　　目录 　　Cover 　　Contents 　　Title 　　Copyright 　　Dedication 　　Preface 　　Acknowledgments 　　About the Author 　　Chapter 1: Introduction 　　Financial Modeling 　　Risk Analysis 　　Monte Carlo Simulation 　　Risk Management 　　Benefits and Limitations of Using Crystal Ball 　　Chapter 2: Analyzing Crystal Ball Forecasts 　　Simulating A 50 - 50 Portfolio 　　Varying the Allocations 　　Presenting the Results 　　Chapter 3: Building a Crystal Ball Model 　　Simulation Modeling Process 　　Defining Crystal Ball Assumptions 　　Running Crystal Ball 　　Sources of Error 　　Controlling Model Error 　　Chapter 4: Selecting Crystal Ball Assumptions 　　Crystal Ball's Basic Distributions 　　Using Historical Data to Choose Distributions 　　Specifying Correlations 　　Chapter 5: Using Decision Variables 　　Defining Decision Variables 　　Decision Table with One Decision Variable 　　Decision Table with Two Decision Variables 　　Using OptQuest 　　Chapter 6: Selecting Run Preferences 　　Trials 　　Sampling 　　Speed 　　Options 　　Statistics 　　Chapter 7: Net Present Value and Internal Rate of Return 　　Deterministic NPV and IRR 　　Simulating NPV and IRR 　　Capital Budgeting 　　Customer Net Present Value 　　Chapter 8: Modeling Financial Statements 　　Deterministic Model 　　Tornado Chart and Sensitivity Analysis 　　Crystal Ball Sensitivity Chart 　　Conclusion 　　Chapter 9: Portfolio Models 　　Single-Period Crystal Ball Model 　　Single-Period Analytical Solution 　　Multiperiod Crystal Ball Model 　　Chapter 10: Value at Risk 　　VaR 　　Shortcomings of VaR 　　CVaR 　　Chapter 11: Simulating Financial Time Series 　　White Noise 　　Random Walk 　　Autocorrelation 　　Additive Random Walk with Drift 　　Multiplicative Random Walk Model 　　Geometric Brownian Motion Model 　　Mean-Reverting Model 　　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 　　Chapter 13: Real Options 　　Financial Options and Real Options 　　Applications of ROA 　　Black-Scholes Real Options Insights 　　ROV Tool 　　Summary 　　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 【下载地址隐藏】：                    点：回复可见地址 游客，如果您要查看本帖隐藏内容请回复