Hi, I tried to install Crystal Ball 7 and the installation proceeded till the final step where it said "Error 1722. There is a problem with this Windows...
I am looking for a list of excel functions that do or do not work when running in extreme speed. Has anybody complied a list they could share? Any help would...
Lawrence . . . Rather than using CB formulae, I prefer using the AutoExtract feature in the Define Forecast tab. You can defined the exact percentiles you...
Let's say I have a P90 of 20 and a P10 of 75. Using a lognormal curve, 10,000 trials and a Latin Hypercube, I get a mean of 44.2334. Does anyone know the best...
When you define your assumption (Log Normal in this ase), you can set Parameters to P10/P90 rather than the default Mean/Std.Dev. In this configuration you...
Hi, If you want to calculate the CVaR for a credit risk distribution, you can use a method that Huybert Groenendaal post in this fourum, which I quote below: ...
I have a crystal ball license server running on my domain. Users on my domain are able to open crystal ball on their computers without any problems. I run a...
Dear WestDazio, Pricing derivatives with Crystal Ball is possible but requires a bit of technical knowledge. For example, pricing a plain vanilla call option ...
hello, i would like to produce some statistical analysis of our structured products using CB (the pay offs). let's say I have a product, maturity is in X days...
Hi Choubix, Thanks for your question. One can indeed simulate and model structured products with Crystal Ball by modeling the underlying derivatives (a single...
hello, I would need to run simulations on investment strategies (structured products). I would need to know the IRR of the strategy at maturity, the pay off......
Hi, Can any one help me with an CB application issue? I have Crystal Ball v7 installed on XP sr2 with Excel 2003 and I need to use the features within the run...
Hi Brad, I to am getting this error - did you find a fix - is it related to MDAC ? ... (tornado, other tools in run menu) ... support ... be done to ... run...
Hello, The link to the call optiion model provided below does not work. http://f1.grp.yahoofs.com/v1/oJ5aSN2bCGQ1YM2YXtc3hriheeBnWITNLJKQh3W--tXhZKf ...
Let's say you have 200 data points. CB comes up with a Chi Square value. But, how do you calculate correctly the number of Degrees of Freedom to come up with...
Dear Guy, The Chi Square Goodness of fit (GOF) statistic is the most commonly used of the GOF statistics. The number of degrees of freedom is not equal to the ...
Unless CB has changed this recently, the number of bins used for the Chi-Squared test is the integer part of 1.88*(N^0.4). If N is small, so that the expected...
Hello, As a quick introduction, I'm working on a oil production forecasting model, which considers problems like scheduling, probability of success of new...
Andy's formula is (almost) the same as Huybert's formula. We use a small proprietary variation of this formula to calculate the number of bins for CS ...
Hi Andres, Great questions! Question 1: In almost all of the CB models we build for our clients we link the output of some distributions to the input for other...
Hi, I am trying to extract the values that a user sets for a crystal ball assumption to my program that controls a stochastic mixed integer program. I am using...
Dear Group, I am trying to set a simple sequence of 7 assumptions using triangular distribution, being the first correlated to the next and so on. My...
Steve, Not sure what could be causing such a dramatic slowdown. Generally, Excel 2007 is quite a bit slower in recalculating spreadsheets than Excel 2003. In...
Eric . . . Attached is the one assumption/one forecast file. I doubt that you will see the same problems as I am experiencing, but it is worth a shot. Others...
Dear Group, One solution for the problem I posted was to uninstall the Microsoft .NET Framework 2.0 pack 1 and install the Microsoft .NET Framework 2.0. I did...
Does you model use data from some other file which are located on the network (may be some reference in the macros)? That seems to fit your description:...