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Management of special projects (compendium of lecture NUPSU)

7.5. Monte Carlo Method Model

The Monte Carlo model is called so that you can analyze the type of winnie with mathematical maturity in a casino, win the day, be sensitive and reactive and value. However, such a model will require a strong computer security, so that you can do a scenario analysis, a victorious PC with an electronic table program, or use a calculator.

Head meta model - bring the hypothetical situations closer to the real ones. Oskіlki reference maybutny groshі streams abo discount rates nevіdomі, groshovy streams and discount rates are reluctant to accept the acceptable value, and then look at the results. The number of vipadas, which are based on permits, is called imitated primes. Promotional investments in investment for future NPV and IRR projects with free flowing streams.

In the analysis of the program, the initiative is fixed, and the value of vibration is significant for the sale of leather, its oath, annual sale for one product, and so on. Potimi znachenya z'єdnuyutsya and rozrahovuvatsya NPV project and recorded at the memory of the computer. Dalі vіdbirayatsya nazdogad іnshy nabіr vkhіdnyh danykh і rozrahovuєsya vіdpovіdne value NPV. This process can be repeated for thousands of times and we’ll clear the thousandth value of NPV

Kintsevsky etap of the method of analysis of the testimony in the sample and interpretation of the results. The skin value of NPV is the imperative of the importance of the following formula:

P = 100: n,

de R - iimovirnast nastannya podii,%; n is the number of variant rozrahunkіv NPV.

For example, as a rule, there are options for NPV and 5000 NPV, then there is one option for warehouse:

P = 100: 5000 = 0.02.

In the world of riches in the investment project, the project is completely victorious and the number of NPV values ​​is different. For the most part, the result is the same as the percentage of NPV up to the highest number of results.

For example, with 5000 options, the NPV value is 3454 times less, then the warehouse warehouse is: (3454: 5000) 100% = 69.1%.