Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Marcov's Processes in Uncertainty and Cash Flow Risk Models
Języki publikacji
Abstrakty
W artykule przedstawiono ogólne podejście do modelowania przepływów pieniężnych "pro forma" projektów inwestycyjnych, szacowania wybranych charakterystyk przepływów oraz oceny stopnia ich ryzyka.
In the paper we present a general approach to modeling future cash flows of investment projects, estimating the selected characteristics of these flows and measuring their risk. This approach is based on the certain statistical model introduced by the author and use of the Monte Carlo method. It seems to be a new tool for examining such class of problems. (original abstract)
Rocznik
Strony
370--394
Opis fizyczny
Twórcy
autor
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000000014044