Monte-Carlo simulation of investment risks

Статья: Monte-Carlo simulation of investment risks

Автор: Vardomatskaya E., Asobleva P.

Журнал: Материалы и технологии @mat-tech

Рубрика: Экономика

Статья в выпуске: 1 (9), 2022 года.

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The article discusses the possibilities of automating the calculation of the net present value of products (NVP) by means of computer information technologies. Simulation modeling, the Monte Carlo method, is used as a research method. The method was tested on the example of a specific project.Based on the results of the calculations, a statistical analysis of the results obtained was performed, on the basis of which conclusions were drawn regarding the feasibility of investing in the project. As a tool for automating calculations was used The MS EXCEL programming environment.

Чистая приведенная стоимость (npv), табличный процессор ms excel

Короткий адрес: https://sciup.org/142235840

IDR: 142235840   |   DOI: 10.24412/2617-149X-2022-1-50-57

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