Simulation modeling using @Risk : updated for Version 4 /

Κύριος συγγραφέας: Winston, Wayne L.
Μορφή: Βιβλίο
Γλώσσα: English
Έκδοση: Pacific Grove, CA : Brooks/Cole Pub. Co., c2001.
Θέματα:
Διαθέσιμο Online: Table of contents
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245 1 0 |a Simulation modeling using @Risk :  |b updated for Version 4 /  |c Wayne L. Winston. 
246 3 |a Simulation modeling using At Risk 
260 |a Pacific Grove, CA :  |b Brooks/Cole Pub. Co.,  |c c2001. 
300 |a viii, 226 p. :  |b ill. ;  |c 23 cm. 
504 |a Includes bibliographical references and index. 
505 8 |a Machine generated contents note: Chapter 1: What Is Simulation? 1 -- 1.1 Actual Applications of Simulation 2 -- 1.2 What's Ahead? 4 -- 1.3 Simulation Models Versus Analytic Models 6 --Chapter 2: Random Numbers-The Building Blocks of Simulation 9 -- Problems 11 --Chapter 3: Using Spreadsheets to Perform Simulations 13 -- Example 3.1: The Newsvendor Problem 13 -- 3.1 Finding a Confidence Interval for Expected Profit 18 -- 3.2 How Many Trials Do We Need? 18 -- 3.3 Determination of the Optimal Order Quantity 19 -- 3.4 Using Excel Data Tables to Repeat a Simulation 24 -- 3.5 Performing the Newsvendor Simulation with the Excel -- Random Number Generator 28 -- Problems 30 --Chapter 4: An Introduction to @RISK 33 -- 4.1 Simulating the Newsvendor Example with @RISK 33 -- 4.2 Explanation of Statistical Results 40 -- 4.3 Conclusions 41 --Chapter 5: Generating Normal Random Variables 43 -- 5.1 Simulating Normal Demand with @RISK 43 -- 5.2 Using the Graph Type Icons 45 -- 5.3 Placing Target Values in the Statistics Output 46 -- 5.4 Estimating the Mean and Standard Deviation of a Normal Distribution 46 -- Problems 47 --Chapter 6: Applications of Simulation to Corporate Financial Planning 49 -- 6.1 Using the Triangular Distribution to Model Sales 57 -- 6.2 Sensitivity Analysis with Tornado Graphs 59 -- 6.3 Sensitivity Analysis with Scenarios 61 -- 6.4 Alternative Modeling Strategies 62 -- Problems 63 --Chapter 7: Simulating a Cash Budget 69 -- Example 7.1: Cash Budgeting 69 -- Problems 75 --Chapter 8: A Simulation Approach to Capacity Planning 83 -- Example 8.1: Wozac Capacity Example 83 -- Problems 89 --Chapter 9: Simulation and Bidding 93 -- 9.1 Uniform Random Variables 93 -- 9.2 A Bidding Example 93 -- Problems 95 --Chapter 10: Deming's Funnel Experiment 97 -- 10.1 Simulating Rule 1 (Don't Touch That Funnel!) 98 -- 10.2 Simulating Rule 2 100 -- 10.3 Comparison of Rules 1-4 102 -- 10.4 Lesson of the Funnel Experiment 102 -- 10.5 Mathematical Explanation of the Funnel Experiment 102 -- Problems 104 --Chapter 11: The Taguchi Loss Function 105 -- 11.1 Using @RISK to Quantify Quality Loss 106 -- Problems 108 --Chapter 12: The Use of Simulation in Project Management 111 -- Example 12.1: The Widgetco Example 111 -- 12.1 Estimating Probability Distribution of Project Completion Time 113 -- 12.2 Determining the Probability That an Activity Is Critical 117 -- 12.3 The Beta Distribution and Project Management 118 -- Problems 120 -- Chapter 13: Simulating Craps (and Other Games) 123 -- Example 13.1: Simulating Craps 123 -- 13.1 Confidence Interval for Winning at Craps 125 -- problems 126 --Chapter 14: Using Simulation to Determine Optimal Maintenance Policies 129 -- Example 14.1 129 -- Problems 133 --Chapter 15: Using the Weibull Distribution to Model Machine Life 135 -- Example 15.1: Simulating Equipment Replacement Decisions 136 -- Problems 139 --Chapter 16: Simulating Stock Prices and Options 141 -- 16.1 Modeling the Price of a Stock 141 -- 16.2 Estimating the Mean and Standard Deviation of Stock Returns -- from Historical Data 142 -- 16.3 What Is an Option? 144 -- 16.4 Pricing a Call Option 145 -- Example 16.1a: Pricing a European Call Option with @RISK 145 -- 16.5 Analyzing a Portfolio of Investments 148 -- Example 16.1b: Simulating Portfolio Return 149 -- Problems 153 --Chapter 17: Pricing Path-Dependent and Exotic Options 157 -- Example 17.1: Pricing a Path-Dependent Option 158 -- Problems 160 --Chapter 18: Using Immunization to Manage Interest Rate Risk 161 -- 18.1 Duration 164 -- 18.2 Convexity 165 -- 18.3 Immunization Against Interest Rate Risk 165 -- Example 18.1: Immunization Using Solver 165 -- 18.4 Better Models'for Interest Rate Risk 172 -- Problems 172 --Chapter 19: Hedging with Futures 175 -- 19.1 Hedging with Futures: The Basics 175 -- 19.2 Modeling Futures Risk with @RISK 176 -- Problems 179 --Chapter 20: Modeling Market Share 183 -- Example 20.1a: Market Share Simulation 183 -- 20.1 Is Advertising Worthwhile? 185 -- Example 20. b: Advertising Effectiveness 185 -- 20.2 To Coupon or Not to Coupon? 187 -- Example 20.1c: Should Coke Give Out Coupons? 187 -- Problems 189 -- Chapter 21: Generating Correlated Variables: Designing a New Product 193 -- Example 21.1 193 -- Problems 200 --Chapter 22: Simulating Sampling Plans with the Hypergeometric -- Distribution 205 -- Example 22.1: Simulating a Sampling Plan 206 -- Problems 207 --Chapter 23: Simulating Inventory Models 209 -- Example 23.1: Simulating a Periodic Review Inventory System 210 -- Problems 214 --Chapter 24: Simulating a Single-Server Queuing System 217 -- Example 24.1: Queuing Simulation in RISK 217 -- 24.1 Estimating the Operating Characteristics of a Queuing System 223 -- Problems 224 -- Index 225. 
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