monte carlo simulation risk analysis ppt
finance - risk analysis and monte carlo simulation
Ngày tải lên :
08/04/2014, 12:08
... available simulation add-in for Excel is Crystal Ball 2000, which will be used
in this example.
How did Monte Carlo simulation get its name?
Monte Carlo simulation was named for Monte Carlo, Monaco, ... values, your
obvious risks, and a quicker method of generating multiple model outcomes that you can analyze.
This is where Monte Carlo simulation comes in handy.
WHAT IS MONTE CARLO SIMULATION?
What ... produces Crystal Ballđ Monte
Carlo risk analysis software. During his tenure at the company, he has held positions as a
Program Manager and as a trainer in Monte Carlo modeling and simulation. Mr. Goldman...
- 4
- 285
- 0
Tài liệu Báo cáo khoa học: Suppressed catalytic efficiency of plasmin in the presence of long-chain fatty acids Identification of kinetic parameters from continuous enzymatic assay with Monte Carlo simulation ppt
Ngày tải lên :
18/02/2014, 17:20
... and arachidonate (10–65 lm).
Concluding remarks: advantages of progress
curve analysis combined with Monte Carlo
simulation
Our findings illustrate the general possibility for a
modulator to change ... region). The best estimate from the experiment is indi-
cated by a red asterisk, whereas the best estimate from the
Monte- Carlo simulation is indicated by a red circle. Numbers follow-
ing the abbreviation ... implementation of the
experimental error. The application of error models P
k
i;j
in the Monte Carlo simulations has the advantage over
the real error in that it reflects the trend in the error...
- 9
- 473
- 0
Báo cáo "Monte carlo simulation by code of MCNP and experimental check for measuring thickness of materials for the specializing system of MYO-101 " ppt
Ngày tải lên :
22/03/2014, 11:20
... the field of application of nuclear technique in industry in Vietnam.
Keywords: Monte- Carlo simulation, Monte Carlo N-Particle, Backscattering gamma, Scintillation
detector, Nuclear technique. ... to support and compare them with experimental results, research method of Monte Carlo
simulation by code of MCNP (Monte Carlo N-Particles) for thickness measurement based on the
effect of backscattering ... thickness
between simulation by MCNP and experimental
measurement for thin stainless steel.
VNU Journal of Science, Mathematics - Physics 26 (2010) 43-49
43
Monte carlo simulation by...
- 7
- 467
- 0
Risk Analysis ppt
Ngày tải lên :
16/03/2014, 01:20
... degrees of risk
NPV
B
A
Project B
Project A
Probability
Using Risk Analysis in Decision Making
ã
Choice depends on decision-makers attitude towards risk;
ã
... B has higher expected NPV, but is riskier than A;
ã
final choice depends on how much the decision-maker is risk averse
or is a risk taker.
Figure 9.5: A Risk Averse Individual's Indifference ... distribution in:
-
statistical tables
-
graphical format
Using @RISK
â
with Spreadsheets
Risk and Uncertainty
In risk analysis different forms of subjectivity need to be addressed
in...
- 15
- 536
- 1
EXPLORING MONTE CARLO SIMULATION APPLICATIONS FOR PROJECT MANAGEMENT potx
Ngày tải lên :
23/03/2014, 04:21
... to respond to risk events.
Risk Management
Exploring Monte Carlo Simulation Applications
55
project managers ’ reluctance to use Monte Carlo simulation, once the Monte
Carlo simulation technique ... and useful tool in managing project risks
and uncertainties.
Overview of Monte Carlo simulation
Brief history of Monte Carlo simulation
The Monte Carlo simulation encompasses “ any technique ... retirement
has begun.
Application of Monte Carlo simulation in project management
Review of Monte Carlo simulation applications in project
management
Monte Carlo simulation, while not yet widely...
- 14
- 512
- 0
Tài liệu Báo cáo " Study on Monte-Carlo calculation of peak efficiencies of the superpure Hp Ge detector (Gmx) in environmental gamma spectrometry with using MCNP4C2 " pptx
Ngày tải lên :
13/02/2014, 04:20
... VNU Journal of Science, Mathematics - Physics 23 (2007) 99-104
99
Study on Monte- Carlo calculation of peak efficiencies of the
superpure Hp Ge detector (Gmx) in environmental ... Hanoi, Vietnam
Received 3 August 2007; received in revised form 17 October 2007
Abstract. Monte- Carlo modeling allows calculating the detector efficiency in gamma
spectrometry of environmental ... environmental sample, in which the different radionuclides are present) are calculated
based on MCNP4C2 -Monte- Carlo multi-purpose radiation transport code system developed in the
Los-Alamos laboratory,...
- 6
- 463
- 0
Tài liệu A New Angle on Sovereign Credit Risk - E-RISC: Environmental Risk Integration in Sovereign Credit Analysis ppt
Ngày tải lên :
16/02/2014, 03:20
... on
Sovereign Credit Risk
E-RISC: Environmental Risk Integration
in Sovereign Credit Analysis
Phase 1 Report
E-RISC: Environmental Risk Integration in Sovereign Credit Analysis
33
A number ...
scheme
+
Vulnerability to
climate change
COUNTRY NATURAL RESOURCE RISK
ASSESSMENT
Ratings, Rankings, Indices
Short term risk Medium term risk long term risk
Up to 5 years 5-10 years 10-25 years
Trade shocks ... Sovereign Credit Risk
E-RISC: Environmental Risk Integration in Sovereign Credit Analysis
13
The E-RISC project broadly aims to demonstrate
the materiality of natural resource risks and their...
- 40
- 397
- 0
Tài liệu Impossible Certainty - Cost Risk Analysis for Air Force Systems ppt
Ngày tải lên :
17/02/2014, 22:20
... 1
Overview of General Risk Analysis
1
History of General Risk Analysis
2
The Components of Risk Analysis
3
Risk Assessment
4
Risk Management
4
Risk Communication
5
Uncertainty and Risk in Cost Estimation
... variety of risk analysis methods. (See pp. 81–86.)
4 Impossible Certainty: Cost Risk Analysis for Air Force Systems
Risk Assessment
Risk assessment, usually the first step in the risk analysis ... outcome
is. Risk analysis also helps the decisionmaking process by identifying
known risk areas. In some cases, such information can be used to
mitigate areas that are high risk. Risk analysis brings...
- 194
- 349
- 0
Conceptual Issues in Financial Risk Analysis: A Review for Practitioners ppt
Ngày tải lên :
07/03/2014, 00:20
... Cost-Benefit Analysis D81: Criteria for Decision-Making
Under Risk and Uncertainty
G31: Capital Budgeting H43: Project evaluation
Key words or phrases
Risk Analysis, Monte Carlo Simulation, Cash ... Principles of Practical Cost-Benefit
Analysis (Oxford University Press).
Vose, D. (1996). Quantitative Risk Analysis (Wiley).
Winston, W. (1996). Simulation Modeling using @RISK (Duxbury).
Zerbe, R. and ... between this probability and the inherent risk of the project is far
more complicated. The current danger of the popularity of Monte Carlo
simulation analysis is precisely this temptation to confuse...
- 38
- 417
- 0
Simulation and Monte Carlo With applications in finance and MCMC pdf
Ngày tải lên :
07/03/2014, 15:20
... the algorithm for simulation of skip hires can be
programmed as a Maple procedure. Before considering the procedure we will start with
10 Introduction to simulation and Monte Carlo
Then the following ... when
the integrand can be written down.
The words Monte Carlo and simulation tend to be used interchangeably in the
literature. Here a simulation is defined as a controlled experiment, usually ... proc p Kx0n
local x, i, y, r, hire;
randomize(5691443);
b 21 2006 il /S i ffi
Simulation and Monte Carlo
b 21 2006 il /S ii ffi
Evaluating a definite integral 3
Firstly, we need to know...
- 349
- 4.2K
- 0
Subjective Probability Distribution Elicitation in Cost Risk Analysis - A Review ppt
Ngày tải lên :
15/03/2014, 20:20
... cost risk analysis that might justify modifications
to elicitation practices in other fields. For example, cost risk analysts typically have to elicit
many distributions in the course of a risk analysis ... of Cost Risk Analysis Methods,
Alexandria, Va.: Institute for Defense Analyses, P-2734, 1993.
McNichols, Gerald R., “e State-of-the-Art of Cost Uncertainty Analysis, ” Journal of Cost Analysis, ... little
overlap in the literatures of elicitation in cost risk analysis with that of elicitation in other fields,
such as general risk analysis, statistics, and psychology.
In the mid-1980s,...
- 37
- 460
- 0
Quantitative Risk Analysis for Project Management A Critical Review pptx
Ngày tải lên :
16/03/2014, 03:20
... Story of Risk
,
John Wiley & Sons, New York, NY, USA, 1998.
Black, Hollis, “Fundamentals of Assessing Risk: Quantifying Uncertainty
in Cost Estimates with Modeling and Monte Carlo Simulation, ” ... in CPM, most
quantitative cost risk analysis has been done with techniques largely
separate from those for schedule risk analysis.
The technique used for cost analysis of complex projects is ... For a quantitative risk analysis in project
planning, experts in relevant areas are asked to specify a probability
distribution for each part of the WBS and then Monte Carlo simulation is
used...
- 52
- 356
- 0
THEORY AND APPLICATIONS OF MONTE CARLO SIMULATIONS ppt
Ngày tải lên :
16/03/2014, 12:20
... (Equation 8).
U
y
=ku
y
(8)
Monte Carlo Simulations Applied to Uncertainty in Measurement
http://dx.doi.org/10.5772/53014
31
Theory and Applications of Monte Carlo Simulations
http://dx.doi.org/10.5772/45892
Edited ... MATLAB
function from the Statistical toolbox, where Monte- Carlo simulation is conducted for the
other distributions. It is recommended to use Monte- Carlo simulation even for the three
aforementioned ... been defined, a number of Monte Carlo trials should be select‐
ed – step (d). Generally, the greater the number of simulation trials, the greater the conver‐
Monte Carlo Simulations Applied to Uncertainty...
- 284
- 762
- 1