SAMPLE MODELS

To download these sample Excel models, simply right-click on the desired link, select Save Target As, and save these models to your hard drive. Note that these models and example files are designed to work only with Risk Simulator and Real Options SLS software, and may not work properly without these software installed on your computer.

Risk Simulator Models for Monte Carlo Simulation, Forecasting, Statistical Analysis and Optimization

The following are sample Excel models that require Risk Simulator to run. Each model has an instructions tab that will help you get started in understanding and running the models.

• 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 Solver (SLS) Models for the Single-Asset SLS

These models require Real Options SLS software to run. Please see Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance, 2005) for details on running some of these examples.

• 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 Solver (SLS) Models for the Multiple-Asset MSLS

These models require Real Options SLS software to run. Please see Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance 2005) for details on running some of these examples.

• 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 Solver (SLS) Models for the Multinomial MNLS

These models require Real Options SLS software to run. Please see Real Options Analysis: Tools and Techniques, Second Edition (Wiley Finance 2005) for details on running some of these examples.