Sensitivity Analysis (Análisis De Sensibilidad)
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: G31working papers series
Date posted: May 16, 2007
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