Monte Carlo Simulations with retrocessions according to the level of IRR

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7/23/14
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Hi everybody, I'm working for a private equity firm and this would help me define an adequate management package.
I'd like to take into account the level of IRR into the asset prices defined by the Monte Carlo Simulations.
For example, a retrocession of 25% of the capital gain if the IRR of the calculated asset price is above 15%.
I would add a loop but I can't isolate each of the calculated prices defined by the simulation.
Any advice would be most welcome.
 
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