DETERMINATION OF THE OPTIMAL ITERATIONS NUMBER FOR THE SIMULATIONS BY THE MONTECARLO METHOD

DIANA  TACO; MARCOS GUTIERREZ OJEDA; ANDRES CASTILLO REYES; JUAN INIGUEZ IZQUIERDO

doi:https://doi.org/10.6036/9046

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DETERMINATION OF THE OPTIMAL ITERATIONS NUMBER FOR THE SIMULATIONS BY THE MONTECARLO METHOD

MARCH 2019 - Volume: 94 - Pages: 129-130

DOI:

https://doi.org/10.6036/9046

Authors:

DIANA TACO - MARCOS GUTIERREZ OJEDA - ANDRES CASTILLO REYES - JUAN INIGUEZ IZQUIERDO

Disciplines:

Organization and management of enterprises (GESTIÓN FINANCIERA )

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Cites in Web of Science: 2

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Key words:: Gestión de riesgos, Incertidumbre Valor actual neto, Tasa Interna de Retorno, Simulación de Monte Carlo, Risk management, Uncertainty, Net present value, Return of Investment, Monte Carlo simulation
Article type:: NOTA TECNICA / TECHNICAL NOTE
Section:: TECHNICAL NOTE

Uncertainty has its origin in the assumption of a future event. The effect that uncertainty has on an investment implies the possibility of obtaining losses or gains, which are controlled and evaluated through risk management. One of the most applied methods to manage risk is Monte Carlo, which allows simulating uncertain conditions with non-controllable variables, but whose effect can be delimited in a range of expected occurrence.

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