Monte Carlo Spreadsheet Simulation using Resampling

• 主要作者: LEONG, Thin Yin
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2007
• 主題: Monte Carlo simulation; spreadsheet; resampling; Computer Sciences; Numerical Analysis and Scientific Computing
• 在線閱讀: https://ink.library.smu.edu.sg/sis_research/1196; http://dx.doi.org/10.1287/ited.7.3.188
• 機構: 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...