净现值准则下建设项目蒙特卡洛风险概率分析的简化模拟研究

Research on Simplified Simulating of Monte Carlo Risk Probability Analysis of Project Based on Net Present Value Rule

摘要:

通过采用蒙特卡洛模拟技术进行项目风险概率分析的工程实例,进行深入研究与推导,得出在净现值准则下不进行抽样模拟直接近似求解项目可行的概率的快速计算方法,经过深入验证与误差分析,这种方法的计算结果与蒙特卡洛模拟结果相差很小,可以在可行性研究报告风险概率分析中普及应用.

Abstract:

Through study and illation from an engineering instance of risk probability analysis used the analogy method of Monte Carlo, the author find out a rapid calculational method to approximately evaluate the probability that the project is feasible without sampling simulating. By deeply validating and error analyzing, there is little difference between result from this calculational method and result from Monte Carlo simulating, and this method can be applied to risk probability analysis in feasibility study report extensively.