helijoop
2008-Oct-24, 02:09 AM
Financial Modeling With Crystal Ball And Excel
Professor Charnes's book drives clarity into applied Monte Carlo analysis using examples and tools relevant to real-world finance. The book will prove useful for analysts of all levels and as a supplement to academic courses in multiple disciplinesMark Odermann
Think you really know financial modeling? This is a must-have for power Excel users. Professor Charnes shows how to make more realistic models that result in fewer surprises. Every analyst needs this credibility boosterJames Franklin
Table of Contents
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. About Author
Dr. John Charnes, PhD, MBA, is Professor, Scupin Faculty Fellow, and former 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. Charnes has also performed research, consulting, and executive education for more than fifty corporations and other organizations.
http://i38.tinypic.com/2i0vv53.jpg
http://www.amazon.com/Financial-Modeling-Crystal-Excel-Finance/dp/0471779725/ref=sr_1_1?ie=UTF8&s=books&qid=1224869758&sr=8-1
Primary Download Link(Faster):
No file, if any, is stored on our servers. Only external download links
are provided by third party file sharing/hosting services like badongo,
divshare, fileden, filefactory, filefront, mediafire, megaupload,
megashares, mihd.net, multiply.com, rapidshare, rapidsharing,
rapidupload, turboupload, sendspace, sexuploader, uploading.com, zshare, zupload etc. <span style="font-size: 100%;">(Disclaimer: The owner of this site is
not responsible for any content made by anyone else in the forum. The owner does not sell or own anything here. The contents are provided "as-is". Please support the developers if you like their products/services. They need your money to support their fine research and work.)</span><br />
[Hidden Content]
Professor Charnes's book drives clarity into applied Monte Carlo analysis using examples and tools relevant to real-world finance. The book will prove useful for analysts of all levels and as a supplement to academic courses in multiple disciplinesMark Odermann
Think you really know financial modeling? This is a must-have for power Excel users. Professor Charnes shows how to make more realistic models that result in fewer surprises. Every analyst needs this credibility boosterJames Franklin
Table of Contents
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. About Author
Dr. John Charnes, PhD, MBA, is Professor, Scupin Faculty Fellow, and former 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. Charnes has also performed research, consulting, and executive education for more than fifty corporations and other organizations.
http://i38.tinypic.com/2i0vv53.jpg
http://www.amazon.com/Financial-Modeling-Crystal-Excel-Finance/dp/0471779725/ref=sr_1_1?ie=UTF8&s=books&qid=1224869758&sr=8-1
Primary Download Link(Faster):
No file, if any, is stored on our servers. Only external download links
are provided by third party file sharing/hosting services like badongo,
divshare, fileden, filefactory, filefront, mediafire, megaupload,
megashares, mihd.net, multiply.com, rapidshare, rapidsharing,
rapidupload, turboupload, sendspace, sexuploader, uploading.com, zshare, zupload etc. <span style="font-size: 100%;">(Disclaimer: The owner of this site is
not responsible for any content made by anyone else in the forum. The owner does not sell or own anything here. The contents are provided "as-is". Please support the developers if you like their products/services. They need your money to support their fine research and work.)</span><br />
[Hidden Content]