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Introduction to Simulation Models

Introduction to Simulation Models

This entry is part 4 of 6 in the series Balance simulation

Simulation models sets out to mimic real life company operations.

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Corn and ethanol futures hedge ratios

Corn and ethanol futures hedge ratios

This entry is part 2 of 2 in the series The Bio-ethanol crush margin

We are here looking for hedge models and hedge ratio estimations techniques that are “good enough” and that can fit into valuation models using Monte Carlo simulation. The model have to be dynamic in the sense that as new data (contracts) becomes available it can read the data, perform the necessary statistical analysis, produce the hedging coefficients and do the simulations – in one go.

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You only live once

You only live once

This entry is part 4 of 4 in the series The fallacies of scenario analysis

Let’s say that you are considering new investment opportunities for your company and that the sales department has guesstimated that the market for one of your products will most likely grow by ….

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The probability distribution of the bioethanol crush margin

The probability distribution of the bioethanol crush margin

This entry is part 1 of 2 in the series The Bio-ethanol crush margin

In the following we will illustrate some of the risks the bioethanol producer is facing using corn as feedstock. However, these risks will persist regardless of the feedstock and production process chosen.

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Moddeling World 2011

Moddeling World 2011

S&R participated as a keynote speaker at the Modelling World conference held in London June 16. The theme was forecasting and decision making inn an uncertain world

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The tool that would improve everybody’s toolkit

The tool that would improve everybody’s toolkit

Edge, which every year invites scientists, philosophers, writers, thinkers and artists to opine on a major question of the moment, asked this year: “What scientific concept would improve everybody’s cognitive toolkit?”

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