The Risk Analysis And Simulation Of Mining Investment Under Uncertainty

Based on understanding and analyzing the mineral industry capital market, this dissertation combines the theories of the tradition research method and absorb the latest research result on the modern financial engineering theories. the theories and method of the risk analysis on investment is studied to build up the decision risk analysis model of mineral industry investment, meanwhile examples are carried on to research and examine the above-mentioned method.The thesis systemically analyzes investment environment, the attribute and value of mineral resources, which discusses value cause and theories of mineral resources, and points out that the mineral price rebound is reasonably random. The wiener model of short-term forecast rebound is developed, as to a long period model developed by regression process analysis simulation, and then rebound ratio and velocity are studied to analyze the value rebound rule in short-term and long-term. Considering indetermination, mean regression forecast model is adopted to simulate redound of mineral product price.In view of risk management system info and category, income sum is analyzed by Monte carlo simulation, real option approach and Fuzzy Mathematical Analysis to further research the characters of mineral construct project. Identifying and evaluation approaches are introduced to study the collection and conduction on random information of risk factors in mineral engineer the mineral industry engineering, then it puts forward the simulation methods and Countermeasures of dispersion and control investment risk.The thesis takes an investment case as an example to compare the mineral investment projects by simulation-analytical method. Risk evaluated model on mineral investment is also verified by calculating and simulating. Methods and means are novel, applied in this dissertation, to some extent, which is possessed of certain reference value for risk manages on mineral industry investment.