Up until the arrival of dynamic arrays to Excel I ran Monte Carlo simulations using the DATA TABLE as in range D2:D11 in the example below. Notice that each cell in that range is an independent trial of the computation in D2. Now, if I want to change the number of trials, I have to retype the...
In Gerard Verschuuren's book on excel monte carlo simulations, he uses the above formula to generate brownian motion. Can someone explain what this does and its signficance? Thanks.
Hi everyone,
I am running a brief simulation with VBA where one variable (call it x) affects the output (call it y). The variables are two time series (x1,x2,...,x10 and y1,y2,...,y10).
I just implemeted the code to run 200 simulations at once and get the average values for x and y for each...
Suppose I have success rate probabilities based on years of experience and I am looking to generate random simulations indication what year success is achieved. If not in year one, move to year two, and so forth until success.
Year Success Rate
1 5%
2 15%
3...
All, I'm trying to do a montecarlo simulation, and have the following code:
Dim asd As Double
Dim bsd As Double
Dim csd As Double
Dim dsd As Double
Dim xx As Variant
Dim montecarloarray() As Variant
ReDim montecarloarray(1 To 1)
For xx = 1 To 100
asd = Rnd
bsd = Rnd
csd = Rnd
dsd =...
I'am trying to place a macro code to copy Monte Carlo simulation results from a "results" sheet to the "simulation results" sheet. I browsed plenty of forums and solutions bit my macro is still not working as I want.
This is my last version that is work but tt copies and paste values only to...
Hi,
I know somebody asked this somehow but I'm relatively new to this and need help.
I'm trying to write a code to accomplish the following but am having massive issues.
I have 2 sheets, "Sheet 1" and "Sheet 2". Theres actually a bunch more sheets in this model but these are important for the...
I am trying to create a Macro/formula that calculates the probability that the value of a property is greater than a "Goal" value (which is an input). I want the value to be calculated a certain number of times, hence the Do While Loop, just like a Monte Carlo Simulation. I am very new to...
Hi everyone,
I'm quite new to VBA and need to produce a Monte Carlo simulation and then save the results.
Currently, I have several macros that look through cells in loops, do calculations and then print the value to new cells. This is quite time consuming and was wondering if there's a way...
Hello,
I am currently developing a basic monte carlo simulation for planning, based on a beta distribution.
I have 12 worksheets, each with up to 20 columns - one for each different scenario (different max, mode, min variables), with each scenario being modelled for 2000 events (i.e. 2000...
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