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2003 | nr 974, t. 1 Zarządzanie finansami firm - teoria i praktyka | 370--394
Tytuł artykułu

Procesy Markowa w modelach niepewności i ryzyka przepływów pieniężnych

Warianty tytułu
Marcov's Processes in Uncertainty and Cash Flow Risk Models
Języki publikacji
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)
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