演示模型

“右键-另存为”下载案例Excel模型，这些模型仅可用于Risk Simulator软件和Real Options SLS软件，确保这些软件已经安装在您的电脑中。

用于蒙特卡洛仿真、预测、统计分析和优化的软件模块

以下的Excel模块需要运行Risk Simulator软件。每个模型都有指导说明可以帮助您理解和运行整个模型。

• 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

Real Options Super Lattice 求解器 (SLS) 模型——单资产SLS

模型要求运行Real Options SLS软件。请参看Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance, 2005)获得更多关于案例的详细信息。

• 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

Real Options Super Lattice 求解器 (SLS) 模型——多重资产MSLS

模型要求运行Real Options SLS软件。请参看Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance, 2005)获得更多关于案例的详细信息。

• 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

Real Options Super Lattice 求解器 (SLS) 模型——多叉栅格模型MNL

模型要求运行Real Options SLS软件。请参看Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance, 2005)获得更多关于案例的详细信息。