해외건설 프로젝트 변동성과 타당성 추정

• 영문명: Estimation of Overseas Construction Project Volatility and Feasibility : the Applications and Modeling of Monte Carlo Simulation Analysis
• 발행기관: 한국무역연구원
• 저자명: 문창권(Chang-Kuen Moon)
• 간행물 정보: 『무역연구』제7권 제2호, 155~170쪽, 전체 16쪽
• 주제분류: 경제경영 > 무역학
• 파일형태: PDF
• 발행일자: 2011.06.30

영문 초록

This paper analyzes the basic concepts, properties, and challenges simulation and Monte Carlo(hereafter called as MC) simulation approaches, identifies the implementation processes of MC analysis and the derivation of random numbers according to their respective probability distributions, and makes the application works to estimates the volatilities with the various analysis methodologies and reversed Monte Carlo simulation(RMCS) technique, forecast the demands of project's output or inputs, and calculate the expected net present value of project with options through MC simulation methods. Especially, we present the concrete processes and detailed explanations of implementing MC simulation techniques with the help of Microsoft Excel spreadsheet. As well, we derive the easy and concise application and treatment methodologies to implement the MC simulation analyses with accomplishing the one-million time artificial experiments in the cells of spreadsheet.

목차

Abstract

Ⅰ. 서론

Ⅱ. 의태분석과 Monte Carlo 의태 접근법의 특성과 과제

Ⅲ. Monte Carlo 의태의 수행절차와 확률변수 생성

Ⅳ. Monte Carlo 의태분석을 통한 변동성, 수요, NPV 추정

Ⅴ. 요약 및 결론

참고문헌

키워드

Monte Carlo(MC) simulation probability distribution random numbers reversed Monte Carlo simulation(RMCS) oversea market research project profitability and feasibility risk estimation artificial experiments