financial modeling with crystal ball

... of the simulation, see the Crystal Ball User Manual for how to use macros with a Crystal Ball simulation model Enabling Warn if insufficient memory will cause Crystal Ball to issue a warning dialog ... the Run button, Crystal Ball begins executing the steps depicted in Figure 6.2 The actions taken by Crystal Ball at each step are described as follows: Start is where Crystal Ball prepares itself ... assumptions Get Results is where Crystal Ball takes the updated value from each of the forecast cells and stores it in memory If you have enabled sensitivity analysis, Crystal Ball also stores the current

Ngày tải lên: 05/07/2014, 18:20

... have completed your introduction to Crystal Ball, we will begin looking at several different types of situations for which Crystal Ball models are useful We start with net present value (NPV) models, ... easier here to define NPV as a Crystal Ball forecast and the inputs as Crystal Ball assumptions When we do so, the output from the Tornado Chart tool will be labelled with the names that we specified ... the pros and cons of using internal rate of return (IRR) as a Crystal Ball forecast It is assumed that you are already familiar with these concepts For more background information on NPV and

Ngày tải lên: 05/07/2014, 18:20

... 155FIGURE 11.7 Crystal Ball model on the ‘‘Scalar Random Walk’’ worksheet of RandomWalkWithDrift.xls for forecasting a timeseries with a random walk with drift process Cells C25:C29 areCrystal Ball assumptions, ... 11.8 Crystal Ball model on the ‘‘VectorRandom Walk’’ worksheet ofRandomWalkWithDrift.xlsfor forecasting a vector timeseries with a random walk with drift process Cells E29:G33 are Crystal Ball ... few of the more popularmodels for generating future values of financial times series with Crystal Ball.Selected models for simulating financial time series are popular because of some ‘‘stylized

Ngày tải lên: 05/07/2014, 18:20

... insights into the probabili-ties associated with payoffs However, Crystal Ball forecasts do this readily The next section provides brief background material on financial options For more information, ... probability distribution for option value that is difficult for many analysts to visualize without Crystal Ball The payoff diagrams familiar to options traders give the range and level of option ... derivative securities This chapter shows how to use Crystal Ball for option pricing The optionality leads to a nonlinear payoff that is convolved with the log-normally distributed stock price to

Ngày tải lên: 05/07/2014, 18:20

... scaled by Crystal Ball such that the values used during the simulation do sum to 1.0 Trang 24210 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCELFIGURE A.9 Custom distribution specified with Sloping ... Exponential distribution with λ= 10 Trang 26212 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCELFIGURE A.11 Exponential distribution with λ= 10 Notes: The exponential distribution with rate λ is a special ... Trang 22208 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCELFIGURE A.6 Custom distribution specified with Weighted Values parameters ■ See Figure A.6 for an example of the custom PDF with weighted

Ngày tải lên: 05/07/2014, 18:20

... There are ample reasons for introducing jumps infinancial modeling First of all, asset prices do jump, and some risks sim-ply cannot be handled within continuous-path models Second, the well-documented ... (E, E ) Then M : Ω × E → R is a Poisson random measure with intensity µ if • For all A ∈ E with µ(A) < ∞, M (A) follows the Poisson law withparameter E[M (A)] = µ(A) • For any disjoint sets ... textbooks such as [20, 60] for a more financial perspective or [3, 44] for amore mathematical perspective L´evy processes are a class of stochastic processes with discontinuous paths,which is at

Ngày tải lên: 23/03/2018, 09:02

... Trang 1with Excel® applicationsDawn E Lorimer Charles R Rayhorn second edition Trang 2 Library of Congress Cataloging-in-Publication DataLorimer, Dawn E., Financial modeling for managers : with ... L58 2001 650'.01’513—dc21 2001005810 Copyright 2002 by Authors Academic Press Financial Modeling for Managers with Excel Applications All rights reserved Previous edition copyright 1999 by Dunmore ... solving 240 9.3 Statistics with matrices 243 9.4 Portfolio theory with matrices 245 9.5 Practicum 248 A1 Order of operations 264 A2 Multiplication and division with signed numbers 265 A3

Ngày tải lên: 27/05/2014, 02:37

... Trang 2ANALOG BEHAVIORAL MODELING WITH THE VERILOG-A LANGUAGETrang 3ANALOG BEHAVIORAL MODELING WITH THE VERILOG-A LANGUAGEKLUWER ACADEMIC PUBLISHERS NEW YORK, ... 12Verilog-A HDLAnalog Behavioral Modeling with the Verilog-A Language provides a good introduc-tion and starting place for students and practicing engineers with interest in under-standing ... work within the OVI Verilog-A Technical Subcommittee The goal of this book is to provide the designer a brief introduction into the methodol-ogies and uses of analog behavioral modeling with

Ngày tải lên: 26/01/2014, 19:20

... and behavioral aspects within the same module, providing a high-degree of flexibility within the design process For example, in Listing 2.4, the signals ai and aq are used within both the structural ... and mixed-signal systems The analog behavioral descriptions are encapsulated within analog statements (or blocks) within a module definition The behavioral descriptions are mathematical mappings ... as, 1 System tasks are a general class of functions within the Verilog language that are prefixed by ($) $vt() is a system task associated with the Verilog-A language Refer to Appendix B for

Ngày tải lên: 26/01/2014, 19:20

... the else with the closest previous if that lacks an else In Listing 3.4, the else goes with the inner if, as shown by indentation. LISTING 3.4 Proper association of else <statement> within ... when using the ddtoperator (as with all analog operators) Without setting the parameter scale to 1.0e-6, the output of the module would have been 6.28e6 volts with the same input Trang 11Analog ... with initial conditions, the idt operator returns the value of the ini-tial condition in DC Without iniini-tial conditions, idt multiplies it’s argument by infin-ity in DC analysis Hence, without

Ngày tải lên: 26/01/2014, 19:20

... com-ponent within different types of systems and this should be reflected in the verifica-tion phase of the module For example, developing a behavioral model for use as a component within a library ... parameters, as well as the ports or connection points, declared within the module definitions The declaration of parameters and ports within the module definition define the interface The interface ... definition or as a component within a Spice netlist This chapter overviews the parameter, port, local variable and signal declarations, as well as module instantiations within the Verilog-A language

Ngày tải lên: 26/01/2014, 19:20

... forthe midband frequency range between 1kHz to 400kHz With this simplification, we only need to focus on modeling the gain characteristics With reference to the schematic of Figure 5.1, the gain ... demodulator show high-level modeling of analog behaviors in which nonlinearities are present A fractional N-loop frequency synthesizer illustrates analog and digital modeling in a mixed-signal ... is used to illustrate the use of the Verilog-A language in modeling and optimization of electro-mechanical sys-tems 5.2 Behavioral Modeling of a Common Emitter Amplifier A single transistor common

Ngày tải lên: 26/01/2014, 19:20

... constant-envelopemodulator output with the phase transitions at the changes in the input data sequence 5.5.2 Demodulator The QPSK demodulator, shown in Figure 5.23, consists of a pair of correlators sup-plied with a locally ... phase-shift keying, or QPSK, is an example of a modulation technique in which the information carried within the signal is contained in the phase The phase of the signal can take on one of four values, ... Trang 1Voltage Regulator180 degrees Celsius is shown in Figure 5.16 The “bow” in the voltage with respect to temperature is a typical characteristic for bandgap based voltage reference Figure

Ngày tải lên: 26/01/2014, 19:20

... macro with a newline (but without the preceding backslash character) For an argument-less macro, the text is substituted “as-is” for every occurrence of the ‘text_macro However, a text macro with ... directive can be used to include global or commonly used def-initions and tasks without encapsulating repeated code within module boundaries For example: ‘include “std.va” Includes the standard ... returned value is a signed integer; it can be positive or negative The function may be called with or without a seed parameter. $random $random(seed) The seed parameter is used to initialize the

Ngày tải lên: 26/01/2014, 19:20

... using similar amounts of data The simplicity of our approach also contrasts with recent work on language modeling with tree sub-stitution grammars (Post and Gildea, 2009), where larger treelet ... Trang 1Large-Scale Syntactic Language Modeling with TreeletsComputer Science Division University of California, Berkeley Berkeley, CA 94720, ... such as that of Galley et al (2006), combined with an efficient pruning strategy like cube pruning (Chiang, 2005), should be able to integrate our model without much difficulty That said, for evaluation

Ngày tải lên: 19/02/2014, 19:20

... Trang 1Energy Efficiency in Buildings: Combining New Financial Instruments with the MFF The example of JESSICA Frank Lee Head of Holding Funds and Advisory, ... Expertise - new partnerships and synergies Utilise financial, managerial and project implementation expertise from private sector or international financial institutions such as EIB Overview of ... in the programme – circa 60 of these have already procured contractors and in negotiations with the financial intermediaries for loan financing… Average energy savings for a single building

Ngày tải lên: 07/03/2014, 16:20

... Programs | Crystal Ball | chọn Crystal Ball để khởi động CrystalBall hoặc nhấp trái chuột vào biểu tượng Crystal Ball trên màn hình Windows Excel sẽ tựđộng được khởi động cùng với Crystal Ball Hộp thoại ... Crystal Ball1. Tổng quan về mô phỏng và Crystal Ball 1.1. Giới thiệu Crystal Ball là một chương trình phân tích rủi ro và dự báo với giao diện người dùng rấtthân thiện và dễ sử dụng Crystal Ball ... Oracle Crystal Ball: http://www.oracle.com/technology/products/bi/crystalball/index.html • Dot NET Framework: http://www.microsoft.com/downloads/d displaylang=en Các bước cài đặt Crystal Ball Trang

Ngày tải lên: 29/03/2014, 09:20

... Chapter 2 Domain Modeling 27 The Key Elements of Domain Modeling 28 The Top 10 Domain Modeling Errors 29 Exercises 32 Bringing the Pieces Together 37 Chapter 3 Use Case Modeling 39 The ... condensed version of an associated chapter in Use Case Driven Object Modeling with UML, with some new information added within each chapter ?? The following section describes the top 10 mistakes ... and static modeling activity is really an inside-out look at our system Figure 2-1 shows where domain modeling resides within the “big picture” for the ICONIX process Figure 2-1 Domain Modeling

Ngày tải lên: 29/04/2014, 14:52

... Rational Rose visual modeling tool, the UML greatly facilitates the development of quality object-oriented applications that meet both deadlines and requirements Visual Modeling with Rational Rose ... specifics of modeling the domain rather than investing time in understanding an unfamiliar problem domain The problem is treated seriously enough to give you practical exercise with visual modeling ... What is Visual Modeling Visual Modeling is a way of thinking about problems using models organized around real-world ideas Models are useful for understanding problems, communicating with everyone

Ngày tải lên: 29/04/2014, 14:55

... environment and are rapidly evolving. Modeling • Deterministic models are likely to generate inaccuracies without providing a means to evaluate them. • Regression modeling with stochastic simulation can ... time, stochastic modeling, which employs random numbers and probability distri-bution, was used The validity of the modeling has been investigated by comparing the projections with the actual ... demand-utilization modeling and adjusted-needs-assessment modeling) provided a nice example of such a discrepancy [33] The best estimates for 1994 went from 6611 otolaryngologists with the adjusted-needs

Ngày tải lên: 18/06/2014, 17:20