I am using the Tornado Chart to test sensitivity by adding all precedents for a selected cell. My problem is that the window which displays the precedents is...
Does anyone know how to generate the report in CB Predictor thru a VB call? Infact none of the window options in Predictor is listed in the developer kit as it...
I'm using CB for risk management/assessment with regard to raw material prices. I'll simplify an example: I have a simulated CB price forecast distribution for...
I assume that you know how to define the correlations through the regular define assumptions window, and that what you are trying to do is extract the values...
Hello, I am new to CB/2000. I have a simulation which forecasts profit for, say 10 items sold. I have 10 days to sell them and assumptions for sale for any...
hello, i was wondering if anyone had used the real options toolkit to figure out a problem to a dual asset (correlated) rainbow option? if so, i am hoping...
Someone can correct me if I go wrong here (I'm a bit rusty), but my replies would be: 1) Yes, I think so. I believe the investment cost is the amount ...
Jor2kv, If I understand your question, one option might be to extend the selling period to some number where there would be a very high likelihood of selling...
Thank you Pat. For question 2. Using the RO toolkit, I don't think there's any way to input strike prices for individual assets. Thinking through this again...
I'm not sure I understand your problem well enough. Which module in the ROAT are you using? - Pat ... From: jeru546 [mailto:jeru546@...] Sent: Tuesday,...
I am attempting to simulate movement between different groups of a population. In this case, there are 4 groups, divided into fraction's of 100%. For example,...
You can set up a table with population groups across the top, and time increments down the side, define the assumptions as the amount of flow between each pair...
mhgandhi01, One option would be to specify distributions for the population size of each group (rather than percentage) and subsequently compute the percentage...
Another option is to do the following: Define CB assumptions for the 4 fractions with 0 and 100% as the lower and upper bounds Sum the 4 cells containing the...
I have one more idea for you. The Dirichlet distribution is related to the multivariate equivalent of a beta distribution. When I have one proportion or two...
Thanks for the insight. I used this strategy, but I appreciated everyone's suggestions. ... time increments down the side, define the assumptions as the...
Apologize if this is a repeat question... We would like to simulate 5 commodities (natural gas liquids), which are correlated to either natural gas or crude...
This is currently not a feature in CB 5.x. The way I use to get around it is to create the correlated distribution in an empty cell on the same page as the...
I am currently educating my team on financial analysis using probalistic assumptions rather than the current practice of using point estimates. As we all know,...
Just to build a bit on Eric's comments, there's another reason you have to be careful about choosing EVs as inputs and then using the output: depending on your...
Here we go into the confused world of "mean", "average", "most likely", "expected", and one of my pet peeves "best guess". The original question dealt with the...
I have a model where the resulting probability distribution y multimodal and not normal or any other known form, ¿ what does that mean ?, ¿ what is wrong...
There is not necessarily anything wrong with your model. There might be some threshold built into the logic in which below a certain point, one value is used,...
I think it is fine to use the words base or base case. There is a lot of diversity in the applications of Monte Carlo modeling and experts come socialized by...
Pat: Thank for you replay. Now, what is causing more cofusion is this: In this same model, first I used cb.getforestatfn(x,2) , so I get the mean as a result, ...
I agree, Base or Base case are perfectly fine terms, as long as all are in agreement with the case composition. Any deterministic representation of a project...
CB.GetforestatFN(x,2) returns the mean of the distribution. CB.GetPercentFN(x,50) returns the median of the distribution. The mean does not equal the median...
Thanks. I got confused thinking in normal distribution,wich is symetrical, so gracias for your help, now I will use my result with more confidence. I am glad...