Monte Carlo 101: How to Set Up Your First Simulation

BVResearch Pro
Training Event Transcripts
July 21, 2021
Oksana Westerbeke, CFA, CEIV
Keith Konen, CFA, ASA
valuation methods & approaches
forecast, monte carlo, valuation methodology, valuation methods, earnout

Summary

Join Oksana Westerbeke and Keith Konen to learn the basics of the Monte Carlo simulation. Review the pros and cons of different software used for Monte Carlo simulations. Then dive into the steps to set up your first Monte Carlo simulation with a detailed discussion of the “assumptions” and “forecast” of the Monte Carlo simulation, the analytics and output, and troubleshooting. Learn through the hands-on visual presentation of designing and implementing a Monte Carlo simulation for a path-dependent option and an earnout.
Monte Carlo 101: How to Set Up Your First Simulation
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