Advanced Monte Carlo Simulation Tools

Portfolio Parameters

Initial Portfolio Value ($)

Time Horizon (Years)

Expected Annual Return (%)

Annual Volatility (%)

Number of Simulations

Confidence Level (%)

Expected Value

Value at Risk (VaR)

Max Drawdown

Sharpe Ratio

0.00

Pessimistic (5th %ile)

Expected (50th %ile)

Optimistic (95th %ile)

Portfolio Value Distribution

Percentile	Portfolio Value	Return	Exceeds Value

Project Parameters

Initial Investment ($)

Project Duration (Years)

Expected Annual Cash Flow ($)

Cash Flow Volatility (%)

Discount Rate (%)

Terminal Value ($)

Expected NPV

Probability NPV > 0

NPV at Risk (5th %ile)

NPV Distribution Analysis

Option Parameters

Current Stock Price ($)

Strike Price ($)

Time to Expiration (Days)

Volatility (%)

Risk-free Rate (%)

Option Type

Monte Carlo Price

$0.00

Black-Scholes Price

$0.00

Delta

0.00

Gamma

0.00

Option Payoff Distribution

Custom Model Builder

Model Name

Number of Variables

Output Formula (JavaScript)

Portfolio Parameters

Pessimistic (5th %ile)

Expected (50th %ile)

Optimistic (95th %ile)

Portfolio Value Distribution

Project Parameters

NPV Distribution Analysis

Option Parameters

Option Payoff Distribution

Custom Model Builder

Custom Model Results