EXEMPLO DE MODELOS

Para baixar esses exemplos de modelos em Excel, simplesmente clique com o botão direito no link desejado, selecione Salvar Destino Como e salve esses modelos para o seu disco rígido. Note que esses modelos e exemplos de arquivos são desenvolvidos para trabalhar somente com os softwares Risk Simulator e Real Options SLS e talvez não funcionem corretamente sem esses softwares no seu computador.

Modelos de Simulador de Risco para Simulação Monte Carlo, Previsão, Análise Estatística e Otimização.

A seguir, exemplos que modelos em Excel que requer o Simulador de Risco para ser executado. Cada modelo tem um guia instruções que irá ajudar você a começar a compreender a execução os modelos.

• Basic Simulation Model
• Correlated Simulation Model
• Correlation Effects Model
• Data Fitting Model
• DCF Model with ROI Analysis and Volatility Estimates
• Hypothesis Testing and Bootstrap Simulation Model
• Multivariate Regression Analysis
• Nonlinear Extrapolation Forecasting
• Optimization: Linear Optimization Using Discrete Integer Variables
• Optimization: Nonlinear Optimization Using Continuous Decision Variables
• Optimization: Nonlinear Optimization Stochastic Optimization
• Queuing Models
• Regression Diagnostics
• Retirement Funding (with Inflation) Applying VBA Macros
• Statistical Analysis
• Stochastic Process Forecasting
• Time-Series Forecasting Models
• Tornado and Sensitivity Analysis for Linear Models
• Tornado and Sensitivity Analysis for Nonlinear Models

Modelos do Real Options Super Lattice Solver (SLS) para o Single-Asset SLS

Esse modelo requer o software Real Options SLS para ser executado. Por Favor, veja o Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance, 2005) para mais detalhes em como executar alguns destes exemplos.

• Abandonment Option (American Option)
• Abandonment Option (Bermudan Option)
• Abandonment Option (Customized Option)
• Abandonment Option (European Option)
• American Call Option with Dividends
• Barrier Option – Down and In Lower Barrier Call Option
• Barrier Option – Down and Out Lower Barrier Call
• Barrier Option – Up and In Upper Barrier Call
• Barrier Option – Up and In, Down and In Double Barrier Call
• Barrier Option – Up and Out Upper Barrier Call
• Barrier Option – Up and Out, Down and Out Double Barrier Call
• Basic American, European, versus Bermudan Call Options
• Case Study – Warrants – Combined Value
• Contraction American and European Options
• Contraction Bermudan Option
• Contraction Customized Option
• Employee Stock Options – Simple American Call Option
• Employee Stock Options – Simple European Call Option
• Employee Stock Options – Suboptimal Exercise Behavior
• Employee Stock Options – Vesting with Suboptimal Behavior
• Employee Stock Options – Vesting Period
• Employee Stock Options – Vesting, Blackouts, Suboptimal Exercise, and Forfeitures
• European Call Option with Dividends
• Exotic Chooser Option
• Expand Contract Abandon American and European Option
• Expand Contract Abandon Bermudan Option
• Expand Contract Abandon Customized Option
• Expansion American and European Option
• Expansion Bermudan Option
• Expansion Customized Option
• Plain Vanilla Call Option I
• Plain Vanilla Call Option II
• Plain Vanilla Call Option III
• Plain Vanilla Call Option IV
• Plain Vanilla Put Option

Modelos do Real Options Super Lattice Solver (SLS) para o Multiple-Asset MSLS

Esse modelo requer o software Real Options SLS para ser executado. Por Favor, veja o Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance 2005) para mais detalhes em como executar alguns destes exemplos.

• Exotic Complex Floating American Chooser
• Exotic Complex Floating European Chooser
• Multiple Asset Competing Options (3D Binomial)
• Multiple Phased Complex Sequential Compound Option
• Multiple Phased Sequential Compound Option
• Multiple Phased Simultaneous Compound Option
• Simple Two Phased Sequential Compound Option
• Simple Two Phased Simultaneous Compound Option

Modelos do Real Options Super Lattice Solver (SLS) para o Multinomial MNLS