Monte Carlo Simulations: Run 10,000 Simulations At Once



Run Monte Carlo simulations in Excel with this simple workaround. Produced by Sara Silverstein ----------------------------------------­---------- Follow BI Video on Twitter: http://bit.ly/1oS68Zs Follow BI Video On Facebook: http://on.fb.me/1bkB8qg Read more: http://www.businessinsider.com/ ----------------------------------------­---------- Business Insider is the fastest growing business news site in the US. Our mission: to tell you all you need to know about the big world around you. The BI Video team focuses on technology, strategy and science with an emphasis on unique storytelling and data that appeals to the next generation of leaders – the digital generation.

Comments

  1. thanks. nice short and sweet explanation.
  2. This video raises more questions than it answers. You've taken S&P500 data and completely butchered it in order to make a 3 minute video of a MC simulation. I hope nobody is placing trades based information from this video.
  3. in israel sarah and silverstein are common names
  4. confused why you do (A+1)*(B+1) -1?
  5. What if we only want the positive return to price a european call? Thank you very much! :)
  6. Thank you for taking the time out to explain this in such simple terms.
  7. Nice video! Just why are u using (A+1)*(B+1)-1 instead of simply adding (A+B). Is an error to simply add the percentages in the cumulative?
  8. What's the formula for NORMINV though? I can't see how this function works anywhere as I am trying to code this in PHP
  9. Why are you using norminv?
  10. I love you.
  11. Very good explanation - precise, clear, and applicable. More power!! :)
  12. I have some questions
    How can i do if data isn't not normal distribution?
  13. Very nice use of Excel's Data Table! Thanks for sharing Sara.
  14. Hey this is an awesome account and I can't wait to see more!
    Can you quickly explain how to take this example one step further? Could you expand to show how to make this specific model project the probability of the S&P 500 fluctuating 5% MONHLY? Thank you this will be a big help!
  15. As an Excel noob with ever expanding needs to use it, I am grateful to have these videos! 
  16. I have been waiting for this day.. hurray. I was looking for how to save all your videos on the BI website.. the opportunity is here.


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Visibility: 36189

Duration: 3m 18s

Rating: 287