风险管理软件CrystalBall使用指导中英

Monte-Carlo Simulation with Crystal Ball

用水晶球软件进行蒙特卡洛模拟

To run a simulation using Crystal Ball

?

:

1.

Setup Spreadsheet

1

．设定数据表

?

Build a spreadsheet that will calculate the performance measure (e.g., profit)

in

terms

of

the

inputs

(random

or

not).

For

random

inputs,

just

enter

any

number.

通过建立数据表可以 对输入数据（随机的，非随机）进行评估。随机数据的

输入，输入任意数即可。

2. Define Assumptions

—

i.e., random variables

Define which cells are random, and what distribution they should follow.

2

．定义假设的前提—例如，随机变量

确定那些单元格的数据时随机的，这些数据应该服从什么样的分布

3. Define Forecast

—

i.e., output or performance measure

Define

which

cell(s)

you

are

interested

in

forecasting

(typically

the

performance measure, e.g., profit).

3

． 预测结果的确定—例如，数据输出或者性能的测定

确定哪些单 元格的数据是你想预测的（典型的性能指标，例如，利润）

4. Choose Number of Trials

Select

the

number

of

trials.

If

you

would

later

like

to

generate

the

Sensitivity

Analysis

chart,

choose

“Sensitivity Analysis” under Options in

Run

Preferences.

4.

选择试验的次数

选择试验的次数。如果

要生成敏感度分析图表，选择优先运行下的“敏感度分析”

5. Run Simulation

Run

the

simulation.

If

you

would

like

to

change

parameters

and

re-run

the

simulation,

you

should

“reset”

the

simulation

(click

on

the

“Reset

Simulation” button on the toolbar or in the Run menu) first.

运行模拟

运行模拟。如果要改变参数 重新进行模拟，需要首先重置模拟（点击运行菜

单工具栏或者运行菜单下的“重置模拟”按钮）。

6. View Results

The

forecast

window

showing

the

results

of

the

simulation

appears

automatically

after

(or

during)

the

simulation.

Many

different

results

are

available

(frequency

chart,

cumulative

chart,

statistics,

percentiles,

sensitivity

analysis,

and

trend

chart).

The

results

can

be

copied

into

the

worksheet.

查看结果

在模拟最后或者运行的过程 中，预测窗口会自动显示模拟的结果。可以获得

不同的结果（频率图，累计图，统计图， 百分比图，模拟分析图和趋势

图），结果可以复制到工作表中。

Crystal Ball Toolbar:

（水晶球的工具栏）

Define

Define

Run

Start

Reset

Forecast

Trend

Assumptions

Forecast

Preferences Simulation

Simulation

Window

Chart

（确定假设）确定预测结果

优先运行

开始模拟

模拟重置

预测窗口

趋势

图

Walton Bookstore Simulation with Crystal Ball

?

水晶球在

Walton

书店模拟中的应用

< br>

Recall the Walton Bookstore example: It is August, and they must

decide

how

many

of

next

year’s

nature

calendars

to

order.

Each

calendar

costs

the

bookstore

$$7.50

and

is

sold

for

$$10.

After

February, all unsold calendars are returned to the publisher for a

refund of $$2.50 per calendar. Suppose Walton predicts demand will

be somewhere between 100 and 300 (discrete uniform).

回想

Walto n

书店的例子。在八月份，书店需要确定订购的明年的日历的数

量。单个日历的进价是

7.5

美元，售价是

10

美元。二月份之后，所有未售

的日历将会以