DETERMINATION OF THE OPTIMAL ITERATIONS NUMBER FOR THE SIMULATIONS BY THE MONTECARLO METHOD
Keywords:
Gestión de riesgos, Incertidumbre Valor actual neto, Tasa Interna de Retorno, Simulación de Monte Carlo, Risk management, Uncertainty, Net present value, Return of Investment, Monte Carlo simulationAbstract
Uncertainty has its origin in the assumption of a future event. The effect that uncertainty has on an investment implies the possibility of obtaining losses or gains, which are controlled and evaluated through risk management. One of the most applied methods to manage risk is Monte Carlo, which allows simulating uncertain conditions with non-controllable variables, but whose effect can be delimited in a range of expected occurrence.Downloads
Published
2019-03-01
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ARTICULOS