Metoda Monte Carlo w ocenie ryzyka finansowego inwestycji
AbstractThe problem of risk has been explored most exhaustively by the financial sector. This does not mean, however, that the subject is closed to discussion. Forecasting the possible states of process risk is the most crucial element of decision-making – not only in the field of finance. Most forecasts are character- ised by low reliability – most frequently, they do not pr ove true. The study proposes a design of a flexible instrument for measuring the financial risk of investment decisions, using the Monte Carlo generator. The instrument is intended to enable the adjustment of decision-making processes so as to keep the process risk within acceptable limits.
|Other language title versions||Monte Carlo method in estimating financial risk of investments|
|Journal series||Optimum. Studia Ekonomiczne, ISSN 1506-7637, (B 10 pkt)|
|Publication size in sheets||0.5|
|Keywords in Polish||ryzyko finansowe inwestycji, instrumenty pomiaru ryzyka, metoda Monte Carlo|
|Keywords in English||financial risk of investments, instruments of risk measuring, Monte Carlo method|
|License||Other; published final; ; with publication|
|Score||= 10.0, 28-01-2020, ArticleFromJournal|
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