MONTE-CARLO SIMULATION ON MICROCOMPUTERS

被引:3
作者
UYENO, D
机构
[1] University of British Columbia, Faculty of Commerce and Business Administration, Vancouver, B. C. V6T 1Y8
关键词
MONTE-CARLO; RISK; RISK ANALYSIS; SPREADSHEET; MICROCOMPUTERS;
D O I
10.1177/003754979205800611
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Monte Carlo analysis is a practical technique for including the effects of uncertainty in a model intended for decision support. It has been infrequently used, however, perhaps because it has been tedious and boring to do. A recently available software add-in to 1-2-3 named (a) Risk makes Monte Carlo analysis much easier. This paper demonstrates Monte Carlo analysis in spreadsheet simulation in 1-2-3 so that you are better able to judge whether or not you should employ it.
引用
收藏
页码:418 / 423
页数:6
相关论文
共 16 条
  • [1] [Anonymous], 1979, MONTE CARLO METHODS
  • [2] HARPELL JL, 1989, INTERFACES, P65
  • [3] HARRIS CM, 1989, INTERFACES, P33
  • [4] HERTZ DB, 1964, HARVARD BUS REV, V42, P95
  • [5] HERTZ DB, 1983, RISK ANAL ITS APPLIC
  • [6] HOLLOWAY CA, 1979, DECISION MAKING UNCE, pCH15
  • [7] HYUN B, 1990, INTERFACES, P65
  • [8] Law AM., 1991, SIMULATION MODELING, V2nd
  • [9] LEE P, 1988, J IND ENG, P16
  • [10] MEIER RC, 1969, SIMULATION BUSINESS