Monte Carlo Spreadsheet Simulation using Resampling

• المؤلف الرئيسي: LEONG, Thin Yin
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2007
• الموضوعات: Monte Carlo simulation; spreadsheet; resampling; Computer Sciences; Numerical Analysis and Scientific Computing
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/sis_research/1196; http://dx.doi.org/10.1287/ited.7.3.188
• المؤسسة: Singapore Management University

The ubiquitous spreadsheet can be used to model situations with random values, in what is commonly referred to as Monte Carlo simulation. For simple cases, adding random functions (like ExcelTM’s RAND) is enough. In general business models, complex inverse distribution functions, in combination wi...