The Research Of Investment Project Risk Based On Monte Cario Simulation

This article focused on the investment project risk assessment model and Monte Carlo simulation model.In the risk assessment model,this article combined the quantitative and qualitative methods,conducted an evaluation of investment risk in projects,used AHP to determine the risk of a variety of weights,and in accordance with financial targets to set up a project investment risk index system.In risk analysis at the Monte Carlo simulation model,this paper built a Monte Carlo risk analysis subsystems.Among them,the risk indicators can be selected based on a given probability distribution,resulting in random numbers to meet the conditions;at the definition of formula,the user can customize the various risks of the relationship between computing.Finally,the simulation method of science, reliability and operability was proved through examples Analog NPV,internal rate of return simulation,dynamic simulation,etc.