Charnes J.M. Financial modeling with crystal ball and Excel

Published by John Wiley & Sons, Inc. , Hoboken, New Jersey.
Published simultaneously in Canada. 2007 by John Charnes.Financial Modeling.
Risk Analysis.
Monte Carlo Simulation.
Risk Management.
Benefits and Limitations of Using Crystal Ball.
Analyzing Crystal Ball Forecasts.
Simulating A – Portfolio.
Varying the Allocations.
Presenting the Results.
Building a Crystal Ball Model.
Simulation Modeling Process.
Defining Crystal Ball Assumptions.
Running Crystal Ball.
Sources of Error.
Controlling Model Error.
Selecting Crystal Ball Assumptions.
Crystal Ball’s Basic Distributions.
Using Historical Data to Choose Distributions.
Specifying Correlations.
Using Decision Variables.
Defining Decision Variables.
Decision Table with One Decision Variable.
Decision Table with Two Decision Variables.
Using OptQuest.
Selecting Run Preferences.
Trials.
Sampling.
Speed.
Options.
Statistics.
Net Present Value and Internal Rate of Return.
Deterministic NPV and IRR.
Simulating NPV and IRR.
Capital Budgeting.
Customer Net Present Value.
Modeling Financial Statements.
Deterministic Model.
Tornado Chart and Sensitivity Analysis.
Crystal Ball Sensitivity Chart.Portfolio Models.
Single-Period Crystal Ball Model.
Single-Period Analytical Solution.
Multiperiod Crystal Ball Model.
Value at Risk.
VaR.
Shortcomings of VaR.
CVaR.
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.
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.
Real Options.
Financial Options and Real Options.
Applications of ROA.
Black-Scholes Real Options Insights.
ROV Tool.