Tuesday, January 19, 2016

Simulation -- Multiple Investment -- Normal Distribution -- Binomial Distribution

Work done in this file looks similar to the post of 12th January 2016 except that the simulation run is higher. You can get the file of today's work at https://drive.google.com/file/d/0B6PHuk6I5SxbeVFjRlU4NjZqSk0/view?usp=sharing.  You should download the file to get the formula.

Tuesday, January 12, 2016

Simulation file - Normal and Binomial distributions

In this file, the cumulative amounts at the end of different years in an investment scheme has been simulated where the interest rate follows Normal distribution with mean 8% and std deviation 3%. In this, Rs. 50000 is being invested every year.

It also simulates number of death in different years in a population of 10000 with probability of death as .002. In this mean and std deviation keep changing every year. You can try multiple simulation runs using the technique shown while simulating the the investment part.

You can further try simulating an Insurance Cum Investment product using life table where the probability of death too will change with year.

Download the file to get the formula too. The file is available here
https://drive.google.com/file/d/0B6PHuk6I5SxbVzBxMGpQNTQwck0/view?usp=sharing

Friday, January 8, 2016

Thursday, January 7, 2016

sss - Invitation to collaborate

Senni Subbu has invited you to contribute to the following shared folder:
Sender's profile photosir,
pl find attached the file
sss
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NORTH SOUTH - Invitation to collaborate

SIMON TK has invited you to contribute to the following shared folder:
Sender's profile photoSIR
SENDING THE PRESENTATION
SIMON T K AND GROUP
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Presentation on classification & simulation 08.01.2016

Dear Sir,  

Please find our presentation on the classification & simulation exercises.



https://drive.google.com/file/d/0BzvqxxKegOADemY2ZTNWT0g2Vzg/view?usp=sharing

Regards,

ARUN
THRIVIKRAMAN
JS CHAUHAN
KP MALLICK

Simulation file -- One time investment in risky product

We invest Rs. 50000 in a scheme where the interest is likely to vary following a Normal Distribution with mean 8% p.a and standard deviation 3% p.a.. What will be the cumulated amount after 10 years?

In this file, 1000 simulation runs have been done. It also finds the amount to invest so that the probability of cumulated amount becoming at least Rs. 120000 is 0.9. The file can be downloaded from
https://drive.google.com/file/d/0B6PHuk6I5SxbUTVmSGhOVEZzQjQ/view?usp=sharing