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Sample Spreadsheets

Basic Examples: Investment Returns and Project Planning

This spreadsheet illustrates general uses of the RiskAMP Add-in in modeling investment returns and project planning.

Retirement Portfolio

This spreadsheet demonstrates a simple retirement portfolio, with an analysis of the portfolio risk based on a fixed annual withdrawal.

Retirement Portfolio with Contribution Period

This spreadsheet models a retirement plan prior to retirement, with a period of fixed contribution to the portfolio followed by a retirement period with a constant annual withdrawal amount.

Correlation: Bivariate Normal

This example demonstrates the use of bivariate correlated normal values using the CorrelatedNormalValue function.

Correlation: Multivariate Normal (Small)
Correlation: Multivariate Normal (Large)

These examples demonstrate the use of multivariate correlated normal values. The examples differ in complexity, but each uses a correlation table to generate a multivariate distribution.

Correlated Asset Portfolio Example

This spreadsheet demonstrates the practical application of the multivariate normal function to create a 10-year portfolio model containing a weighted mix of correlated asset classes.

Interest Rates

This is an example of modeling interest rates. The spreadsheet uses the Cox-Ingersoll-Ross model to sample interest rates over multiple discrete periods. See Cox-Ingersoll-Ross for more information.

Value at Risk

This spreadsheet illustrates estimating value at risk (VaR) with the RiskAMP add-in. Based on the gain or loss from a spreadsheet model, VaR can be estimated easily with the SimulationPercentile function.

Goalseek Example (Excel 2000/2003 version)
Goalseek Example (Excel 2007/2010 version)

This is an example of using VBA to run Goalseek within a Monte Carlo simulation. Please select the version that matches your version of Excel. Also note the spreadsheet contains macros, which will generate a warning when you open the spreadsheet.

Articles

How To: Add Monte Carlo Simulation to Your Spreadsheet Models

This article walks through the process of adding Monte Carlo simulation analysis to an Excel spreadsheet with the RiskAMP Add-in.

Monte Carlo Simulation in Project Planning

This article walks through using Monte Carlo simulation in project planning, with a worked example.

The beta-PERT Distribution

This article describes the beta-PERT distribution, used to model expert data (such as estimates from a project manager) in probability simulations.

Using the RiskAMP Add-in with VBA

This article discusses running simulations from VBA, the VBA function library, and how to execute VBA code at each trial of a simulation.

Optimization of Simulation Variables

This article describes a technique and provides a tool for solving linear optimization problems where the dependent value is the result of a simulation.

Whitepapers

Whitepaper: What is Monte Carlo Simulation?
Download the Excel spreadsheet used in this whitepaper

This whitepaper is an overview of Monte Carlo simulations, and discusses the situations that can take advantage of risk management.

Reference

RiskAMP Help Manual (Windows HTML Help format)

The RiskAMP help manual is installed with the RiskAMP Add-in and is accessible from Excel to provide online help.

RiskAMP User Guide

The user guide is an overview of the functions and concepts used in the RiskAMP Add-in.

RiskAMP Reference Guide

The reference guide includes detailed information about the probability distributions provided with the RiskAMP Add-in.