Оценка эффективности нефтегазовой инвестиционной деятельности по методу имитационного моделирования "Монте-Карло"
| Parent link: | Перспективы развития фундаментальных наук=Prospects of fundamental sciences development: сборник научных трудов IX Международной конференция студентов и молодых ученых, г. Томск, 24-27 апреля 2012 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; ред. коллегия Е. А. Вайтулевич ; Г. А. Лямина ; Г. А. Воронова ; М. П. Никитич ; А. М. Лидер ; Ю. Р. Цой ; М. Е. Семенов. [С. 554-556].— , 2012 |
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| Summary: | Заглавие с экрана Investment activity is one of the most important operation aspects of any commercial organization. Especially important is the preliminary analysis, which takes place on the stage of development of investment projects and promotes the adoption of prudent management decisions. Using the Monte Carlo simulation modeling method, it is possible to construct a mathematical model for a project with uncertain parameter values, knowing the probability distributions of the project parameters and the relationship between parameters (correlation), as well as obtain the distribution of project profitability. An analysis based on the application of the Monte Carlo method gives complete information on the feasibility of a particular project. There is no need to make a decision based only on current indicator of NPV. Simulation modeling by the Monte Carlo method provides valuable information about the probability of ruin, and the most probable value of efficiency, which can be obtained at the end of the project. |
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2012
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| Series: | Математика |
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| Online Access: | http://www.lib.tpu.ru/fulltext/c/2012/C21/186.pdf |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=238584 |