The use of Monte Carlo simulation technique to support investment decisions

In this paper the methodology and uses of Monte Carlo simulation technique in the evaluation of investment projects are presented to analyse and assess the risk. The first part presents the theoretical background of Monte Carlo analysis in various process stages. The second part examines the interp...

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Bibliographic Details
Main Authors: Rima Tamošiūnienė, Tomas Petravičius
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2006-06-01
Series:Business: Theory and Practice
Subjects:
Online Access:https://www.bjrbe.vgtu.lt/index.php/BTP/article/view/11622