Book description
Updated 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. 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.
Table of contents
- Cover
- Series
- Title Page
- Copyright
- Preface
- Acknowledgments
- About the Author
- Chapter 1: Introduction Introduction Financial Modeling with Crystal Ball and Excel
- Chapter 2: Analyzing Crystal Ball Forecasts
- Chapter 3: Building A Crystal Ball Model Building A Crystal Ball Model Financial Modeling with Crystal Ball and Excel
- Chapter 4: Selecting Crystal Ball Assumptions
- Chapter 5: Using Decision Variables
- Chapter 6: Selecting Run Preferences
- Chapter 7: Net Present Value and Internal Rate of Return
- Chapter 8: Modeling Financial Statements
- Chapter 9: Portfolio Models
- Chapter 10: Value at Risk
- Chapter 11: Simulating Financial Time Series
- Chapter 12: Financial Options Financial Options Financial Modeling with Crystal Ball and Excel
- Chapter 13: Real Options
- Chapter 14: Credit Risk
- Chapter 15: Construction Project Management
- Chapter 16: Oil and Gas Exploration
-
Appendix A: Crystal Ball's Probability Distributions
- A.1 BERNOULLI
- A.2 BETA
- A.3 BETA PERT
- A.4 BINOMIAL
- A.5 CUSTOM
- A.6 DISCRETE UNIFORM
- A.7 EXPONENTIAL
- A.8 GAMMA
- A.9 GEOMETRIC
- A.10 HYPERGEOMETRIC
- A.11 LOGISTIC
- A.12 LOGNORMAL
- A.13 MAXIMUM EXTREME
- A.14 MINIMUM EXTREME
- A.15 NEGATIVE BINOMIAL
- A.16 NORMAL
- A.17 PARETO
- A.18 POISSON
- A.19 STUDENT'S T
- A.20 TRIANGULAR
- A.21 UNIFORM
- A.22 WEIBULL
- A.23 YES-NO
- Appendix B: Generating Assumption Values
- Appendix C: Variance Reduction Techniques
- Appendix D: About the Download
- Trialware
- Glossary
- References
- Index
Product information
- Title: Financial Modeling with Crystal Ball and Excel, + Website, 2nd Edition
- Author(s):
- Release date: June 2012
- Publisher(s): Wiley
- ISBN: 9781118240052
You might also like
book
Financial Modeling in Excel For Dummies, 2nd Edition
Turn your financial data into insightful decisions with this straightforward guide to financial modeling with Excel …
book
Mastering Financial Modeling: A Professional’s Guide to Building Financial Models in Excel
All the precision of financial modeling--and none of the complexity Evidence-based decision making is only as …
book
Financial Modeling in Excel For Dummies
Make informed business decisions with the beginner's guide to financial modeling using Microsoft Excel Financial Modeling …
video
Project Finance and Excel: Build Financial Models from Scratch
Learn financial modeling in Excel and build a complete financial model from scratch. Whatever your educational …