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Risk Analysis Theoretical Model For Investment Project And Software System Implementation

Posted on:2006-06-19Degree:MasterType:Thesis
Country:ChinaCandidate:Z LiFull Text:PDF
GTID:2156360152983016Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
In this paper, analytical model and analog mode of investment project risk are represented. In the analytical model, distinction expression of expectancy and variance are obtained with object (profit and loss) function expression, exactly describe the rule, and define the center of a distribution of the project and probable dimension. So it provides credibility laws for project decision. In the computer simulation model, subsystem of risk analysis is constructed. In it, following the given parameter ,the random number generator can generate the random number which meets the condition at random. On synthetical evaluation for multiple programs , fuzzy synthesis evaluation method is created which has already got application in the actual project. In MC, net present value (NPV) simulation , internal rate of return(IRR) simulation , dynamic capital pay-off time simulation etc are worked out which have been proved to be scientific, reliable and operational through the actual example.
Keywords/Search Tags:investment risk, risk analysis analytical model, fuzzy synthesis evaluation method, computer simulation, Monte Carlo simulation (MC)
PDF Full Text Request
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