mardi 27 octobre 2015

Run Rand() Excel function until desired outcome occurs

I am trying to simulate values for a portfolio, and part of that includes generating pairs of 1200 randomly generated numbers. Skipping a few steps, a portfolio consisting of multiple paths is set up. In order to calculate the continuously compounded return, the terminal values of each path need to be positive, which in turn depend on the randomly generated numbers.

Now my question would be, is it possible to keep the Rand() function running, until all of the terminal values exhibit positive signs? Or do I need to manually click "calculate" until I get the result I want?

Thank you in a dance for you answers.




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