风险管理软件(Crystal-Ball)使用指导(中英文).pdf

1、I 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

2、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 Assumptionsi.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 Forecasti.e.,output or performance measure Define which cell(s)you are interested in forec

3、asting(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

4、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

5、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,I Page 2 Crystal Ball cumulative chart,statistics,percentiles,sensitivity analysis,and trend chart).The results ca

6、n 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）（水晶球的工具栏）Define Define Run Start Reset Forecast Trend Assumptions Forecast Preferences Simulation Simulation Window Chart（确定假设）确定预测结果 优先运行 开始模拟 模拟重置 预测窗口 趋

7、势图 I Page 3 Crystal Ball Walton Bookstore Simulation with Crystal Ball 水晶球在 Walton 书店模拟中的应用 Recall the Walton Bookstore example:It is August,and they must decide how many of next years nature calendars to order.Each calendar costs the bookstore$7.50 and is sold for$10.After February,all unsold calen

8、dars are returned to the publisher for a refund of$2.50 per calendar.Suppose Walton predicts demand will be somewhere between 100 and 300(discrete uniform).回想 Walton 书店的例子。在八月份，书店需要确定订购的明年的日历的数量。单个日历的进价是 7.5 美元，售价是 10 美元。二月份之后，所有未售的日历将会以 2.5 美元的价格退还给出版商。假设 Walton 日历的销售量在100300 之间（离散型均匀分布）Demand =d U

9、niform100,300 Order Quantity=Q(decision variable)Revenue=$10*Min(Q,d)Cost=$7.50*Q Refund=$2.50*Max(Qd,0)Profit=Revenue Cost+Refund 需求量=d Uniform100,300 订购量=Q(随决定变化)收入 =$10*Min(Q,d)成本 =$7.50*Q 退款 =$2.50*Max(Qd,0)利润 =收入-成本+退款 Step#1(Setup Spreadsheet)第一步（制作电子表格）I Page 4 Crystal Ball 123456789101112131

10、4151617ABCDEFSimulation of Waltons BookstoreDataUnit Cost=$7.50Unit Price=$10.00Unit Refund=$2.50Demand Distribution(Uniform)Minimum=100Maximum=300Decision VariableOrder Quantity=200SimulationDemandRevenueCostRefundProfit200$2,000.00$1,500.00$0.00$500.00 151617BCDEFSimulationDemandRevenueCostRefundP

11、rofit200=C5*MIN(C13,B17)=C4*C13=C6*MAX(C13-B17,0)=C17-D17+E17 I Page 5 Crystal Ball Walton Bookstore Simulation with Crystal Ball 用水晶球对 Walton 书店进行模拟 Step#2(Define Assumptionsi.e.,random variables)第二步（定义假设-例如，随机变量）Select the cell that contains the random variable(B17)color code(blue):选择包含随机变量的单元（B17

12、）色标（蓝色）1617BDemand200 and click on the“Define Assumptions”button in toolbar(or in the Cell menu):、点击在工具栏中（单元格菜单）的“定义假设”按钮 选择分布类型 Select type of distribution:提供分布的参数 Provide parameters of distributions:I Page 6 Crystal Ball 8910BCDemand Distribution(Uniform)Minimum=100Maximum=300 I Page 7 Crystal Bal

13、l Walton Bookstore Simulation with Crystal Ball Step#3(Define Forecasti.e.,output)第三步（确定预测例如，输出量）Select the cell that contains the output variable to forecast(F17):选择包含输出变量的单元格进行预测（F17）1617FProfit$500.00 点击工具栏（单元格菜单）中的“确定预测”按钮 click on the“Define Forecast”button in toolbar(or in the Cell menu),在确定预测

14、对话框中输入 and fill in the Define Forecast dialogue box.Step#4(Choose Number of Trials)第四步（选择试验的次数）Click on the“Run Preferences”button in toolbar(or in the Run menu):点击工具栏（或者运行菜单）中的“优先运行”按钮 然后选择运行的次数并运行 and select the number of trials to run.I Page 8 Crystal Ball I Page 9 Crystal Ball Walton Bookstore S

15、imulation with Crystal Ball Step#5(Run Simulation)第五步（进行模拟）Click on the“Start Simulation”button in toolbar(or Run in the Run menu):点击工具栏（或者运行菜单栏）中的“开始模拟”按钮 Step#6(View Results)第六步（查看结果）可以通过不同的方法观察模拟结果（频率图，累计图，统计图及百分比图）。在预测窗口中的查看菜单中进行不同的选择。The results of the simulation can be viewed in a variety of d

16、ifferent ways(frequency chart,cumulative chart,statistics,and percentiles).Choose different options under the View menu in the forecast window.I Page 10 Crystal Ball The results can be copied into a worksheet or Word document(choose Copy under the Edit menu in the simulation output window.结果可以复制到工作表或者 Word 文档中（选择模拟输出窗口中编辑菜单下的复制）I Page 11 Crystal Ball Using Trend Charts to Find the Impact of Order Quantity on Potential Profit 用趋势图找到订货量对利润的影响 Define several forecast cells(G14:G18)for several possi