风险管理软件(Crystal-Ball)使用指导(中英文).pdfVIP

Iso19011@126.com Page 1 Crystal Ball 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, Iso19011@126.com Page 2 Crystal Ball 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 Assump