摘要
文章探讨Monte-Carlo仿真法在项目投资经济评估问题中的应用。解决建立随机因素以及实际问题的概率分布;所需分布随机数的产生;计算机程序的编写;计算结果的处理与应用。最后用Monte-Carlo法对某航运扩建项目进行了经济评估计算,并与一般性国民经济评估相对比,显示了Monte-Carlo法的优越性。
The application of Monte-Carlo method in the economic assess of project invest-ment has been introduced.The probability distribution of the random factor and that in thereal problems has been presented.The method for the emergence of the random numberneeded for the distribution is presented.With the method,an extensive shipping project is as-sessed and the advantage of the method has been shown.
出处
《宁夏大学学报(自然科学版)》
CAS
1995年第1期46-51,共6页
Journal of Ningxia University(Natural Science Edition)
关键词
船舶
投资
蒙特卡罗法
航运项目
经济评估
random number
net present value
investment
random factor
Monte-Carlomethod
venture