Session 6B: Monte Carlo Simulations in Finance & Investing
Monte Carlo simulations allow us to face up to uncertainty, rather than hide from it. In this session, I describe the steps in a simulation, starting with choosing the input variables that you will be using probability distributions (rather than point estimates), moving on to choosing the right distributions & parameters for these variables, ending with a reading of what the simulation output tells us about the output variable. I use a valuation of Apple from 2016 to illustrate the process. Slides: http://www.stern.nyu.edu/~adamodar/pd... Post class test: http://www.stern.nyu.edu/~adamodar/pd... Post class test solution: http://www.stern.nyu.edu/~adamodar/pd... Webpage for statistics class: http://people.stern.nyu.edu/adamodar/... YouTube Playlist for this class: • Statistics 101

6. Monte Carlo Simulation

Session 2A: Sampling - Applications in Finance & Investing

The Bubble Most Will Get Wrong | Aswath Damodaran on How He Is Investing in a World of AI

Aswath Damodaran – Laws of Valuation: Revealing the Myths and Misconceptions - Nordic Business Forum

Session 6: Probability and Probabilistic Tools

Valuation in Four Lessons | Aswath Damodaran | Talks at Google

Session 3A: Descriptive Statistics - Applications in Finance & Investing

Monte Carlo Simulation

Session 5A: Data Relationships - Applications in Finance & Investing

The Numbers are in: A Post-Prospectus SpaceX Valuation!

The Strange Math That Predicts (Almost) Anything

What is Monte Carlo Simulation in DCF Valuation Explained in a Way Schools Never Teach #exceltips

How to Think About Risk with Howard Marks

Monte Carlo Simulation in Excel - Retirement Savings

Bookkeeping Basics

Session 4A: Statistical Distributions - Applications in Finance & Investing

Session 1: Introduction to Valuation

Session 5B: Data Relationships - More Applications in Finance & Investing

Monte Carlo Simulations in Excel without 3rd Party Add-ins

