Extent:
Online-Ressource (1 online resource (xix, 314 p.))
ill.
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Includes bibliographical references and index. - Description based on print version record
Include bibliographical references (pages 301-309) and index
""Series""; ""Title Page""; ""Copyright""; ""Preface""; ""ORGANIZATION OF THIS BOOK""; ""Acknowledgments""; ""About the Author""; ""Chapter 1: Introduction Introduction Financial Modeling with Crystal Ball and Excel""; ""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""; ""Chapter 2: Analyzing Crystal Ball Forecasts""; ""2.1 SIMULATING A 50â€"50 PORTFOLIO""; ""2.2 VARYING THE ALLOCATIONS""; ""2.3 PRESENTING THE RESULTS""
""Chapter 3: Building A Crystal Ball Model Building A Crystal Ball Model Financial Modeling with Crystal Ball and Excel""""3.1 SIMULATION MODELING PROCESS""; ""3.2 DEFINING CRYSTAL BALL ASSUMPTIONS AND FORECASTS""; ""3.3 RUNNING CRYSTAL BALL""; ""3.4 SOURCES OF ERROR""; ""3.5 CONTROLLING MODEL ERROR""; ""Chapter 4: Selecting Crystal Ball Assumptions""; ""4.1 CRYSTAL BALL’S BASIC DISTRIBUTIONS""; ""4.2 USING HISTORICAL DATA TO CHOOSE DISTRIBUTIONS""; ""4.3 SPECIFYING CORRELATIONS""; ""Chapter 5: Using Decision Variables""; ""5.1 DEFINING DECISION VARIABLES""
""5.2 DECISION TABLE WITH ONE DECISION VARIABLE""""5.3 DECISION TABLE WITH TWO DECISION VARIABLES""; ""5.4 USING OPTQUEST""; ""Chapter 6: Selecting Run Preferences""; ""6.1 TRIALS""; ""6.2 SAMPLING""; ""6.3 SPEED""; ""6.4 OPTIONS""; ""6.5 STATISTICS""; ""Chapter 7: Net Present Value and Internal Rate of Return""; ""7.1 DETERMINISTIC NPV AND IRR""; ""7.2 SIMULATING NPV AND IRR""; ""7.3 CAPITAL BUDGETING""; ""7.4 CUSTOMER NET PRESENT VALUE""; ""Chapter 8: Modeling Financial Statements""; ""8.1 DETERMINISTIC MODEL""; ""8.2 TORNADO CHART AND SENSITIVITY ANALYSIS""
""8.3 CRYSTAL BALL SENSITIVITY CHART""""8.4 CONCLUSION""; ""Chapter 9: Portfolio Models""; ""9.1 SINGLE-PERIOD CRYSTAL BALL MODEL""; ""9.2 SINGLE-PERIOD ANALYTICAL SOLUTION""; ""9.3 MULTI-PERIOD CRYSTAL BALL MODEL""; ""Chapter 10: Value at Risk""; ""10.1 VAR""; ""10.2 SHORTCOMINGS OF VAR""; ""10.3 CONDITIONAL VALUE AT RISK""; ""Chapter 11: Simulating Financial Time Series""; ""11.1 WHITE NOISE""; ""11.2 RANDOM WALK""; ""11.3 AUTOCORRELATION""; ""11.4 ADDITIVE RANDOM WALK WITH DRIFT""; ""11.5 MULTIPLICATIVE RANDOM WALK MODEL""; ""11.6 GEOMETRIC BROWNIAN MOTION MODEL""
""11.7 MEAN-REVERTING MODEL""""Chapter 12: Financial Options Financial Options Financial Modeling with Crystal Ball and Excel""; ""12.1 TYPES OF OPTIONS""; ""12.2 RISK-NEUTRAL PRICING AND THE BLACK-SCHOLES MODEL""; ""12.3 PORTFOLIO INSURANCE""; ""12.4 AMERICAN OPTION PRICING""; ""12.5 EXOTIC OPTION PRICING""; ""12.8 BULL SPREAD""; ""12.7 PRINCIPAL-PROTECTED INSTRUMENT""; ""Chapter 13: Real Options""; ""13.1 FINANCIAL OPTIONS AND REAL OPTIONS""; ""13.2 APPLICATIONS OF REAL OPTIONS ANALYSIS""; ""13.3 BLACK-SCHOLES REAL OPTIONS INSIGHTS""; ""13.4 REAL OPTIONS VALUATION TOOL""
""Chapter 14: Credit Risk""
Nebent.: Umschlagt.: Financial modeling with Oracle Crystal Ball and Excel + website
ISBN: 978-1-280-59278-2 ; 1-280-59278-8 ; 978-1-118-22705-3 ; 978-1-118-22705-3 ; 978-1-118-17544-6 ; 1-280-59065-3
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10012661696