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Sensitivity Analysis (Análisis De Sensibilidad)

Ignacio Velez-Pareja

Grupo Consultor CAV Capital Advisory & Valuation

October 20, 2003

This is a course material from the book Managerial Decision Making Under Risk and Uncertainty. The book is originally in Spanish and is untitled as Decisiones empresariales bajo riesgo e incertidumbre. The level of the book is basic. We use very few mathematics and it is expected to be used by managers.

In this sixth chapter we present the idea of sensitivity analysis. We illustrate the different ways to do sensitivity analysis with one, two and more variables. We include what if analysis with and without probabilities, reverse engineering, one and two way tables, scenarios, and Montecarlo Simulation (MCS). We use intensively the spreadsheet.

Note: Downloadable document is in Spanish

Number of Pages in PDF File: 20

Keywords: Sensitivity analysis, one way table, two way table, montecarlo simulation, scenarios, solver

JEL Classification: G31

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Date posted: May 16, 2007  

Suggested Citation

Velez-Pareja, Ignacio, Sensitivity Analysis (Análisis De Sensibilidad) (October 20, 2003). Available at SSRN: http://ssrn.com/abstract=986887 or http://dx.doi.org/10.2139/ssrn.986887

Contact Information

Ignacio Velez-Pareja (Contact Author)
Grupo Consultor CAV Capital Advisory & Valuation ( email )
Ave Miramar # 18-93 Apt 6A
+575 690 9972 (Phone)
HOME PAGE: http://cashflow88.com/decisiones/decisiones.html
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