지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
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This paper analyzes the basic concepts, properties, and challenges simulation and Monte Carlo(hereafter called as MC) simulation approaches, identifies the implementation processes of MC analysis and the derivation of random numbers according to their respective probability distributions, and makes the application works to estimates the volatilities with the various analysis methodologies and reversed Monte Carlo simulation(RMCS) technique, forecast the demands of project's output or inputs, and calculate the expected net present value of project with options through MC simulation methods.
Especially, we present the concrete processes and detailed explanations of implementing MC simulation techniques with the help of Microsoft Excel spreadsheet. As well, we derive the easy and concise application and treatment methodologies to implement the MC simulation analyses with accomplishing the one-million time artificial experiments in the cells of spreadsheet.
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참고문헌 (23)
참고문헌 신청
Alesii, Giuseppe / / Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model, 2008
Barreto, Humberto / 2006 / Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel / Cambridge University Press
Cakaj, Shkelzen / 2010 / Modeling, Simulation and Optimization : Focus on Applications, In-teh
Dagpunar, J.S. / 2007 / Simulation and Monte Carlo : With applications in finance and MCMC / John Wiley & Sons Ltd
Evans, James R. / 2007 / Statistics, Data Analysis, & Decision Making, 3rd ed / Pearson Education, Inc
Barreto, Humberto / 2006 / Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel / Cambridge University Press
Cakaj, Shkelzen / 2010 / Modeling, Simulation and Optimization : Focus on Applications, In-teh
Dagpunar, J.S. / 2007 / Simulation and Monte Carlo : With applications in finance and MCMC / John Wiley & Sons Ltd
Evans, James R. / 2007 / Statistics, Data Analysis, & Decision Making, 3rd ed / Pearson Education, Inc
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