- •Laboratory work № 5 Quantitative Risk Analysis
- •Using the option add trendline There are two types of stocks.
- •Weekly historical prices by "______________________"
- •Example of the Scatterplots:
- •Probability distribution for net return over month
- •Example of the Scatterplot:
- •Calculate:
- •Subjective probabilities. There are two different project a and b.
- •Variance;
- •2. Calculate semi-characteristics:
- •Create the following table for each project: opportunity and loss assessment consequences of new product market entry by project "___":
- •From the original data table choose your variant. Place the original data into the columns of Probability Assessment of Likelihood of State and Financial Consequences.
- •Create a table to calculate the unbiased point estimators of the Financial Consequence on each project.
- •Testing questions
- •Original data of the 2nd part of the laboratory work
- •In accordance with the table data for the two types of project is selected by number variant.
- •Probability Assessment of Likelihood of State:
- •Financial Consequences of Being in This State (in Millions of Dollars):
Financial Consequences of Being in This State (in Millions of Dollars):
№ 1 |
№ 2 |
№ 3 |
№ 4 |
№ 5 |
№ 6 |
№ 7 |
№ 8 |
№ 9 |
№ 10 |
25 |
12 |
22 |
25 |
24 |
12 |
15 |
8 |
22 |
15 |
15 |
8 |
18 |
10 |
14 |
8 |
10 |
6 |
18 |
8 |
5 |
5 |
10 |
5 |
2 |
4 |
5 |
4 |
9 |
5 |
- 10 |
-2 |
-10 |
-2 |
-4 |
1 |
-5 |
2 |
-3 |
0 |
- 20 |
-8 |
-15 |
-7 |
-10 |
-1 |
-10 |
-4 |
-8 |
-2 |
№ 11 |
№ 12 |
№ 13 |
№ 14 |
№ 15 |
№ 16 |
№ 17 |
№ 18 |
№ 19 |
№ 20 |
29 |
32 |
12 |
23 |
47 |
33 |
12 |
28 |
14 |
22 |
15 |
19 |
11 |
15 |
17 |
8 |
8 |
15 |
7 |
19 |
4 |
6 |
5 |
5 |
7 |
5 |
1 |
5 |
1 |
0 |
- 14 |
0 |
-2 |
- 17 |
- 11 |
-2 |
-1 |
-2 |
-2 |
- 11 |
- 20 |
- 12 |
-6 |
- 20 |
- 18 |
-8 |
-6 |
-8 |
-7 |
- 14 |