• DocumentCode
    2161879
  • Title

    The application of Monte Carlo computer simulation in investment risk analysis

  • Author

    Daoyuan, Shi

  • Author_Institution
    Department of Management Engineering, Chongqing aerospace polytechnic college, China
  • fYear
    2010
  • fDate
    4-6 Dec. 2010
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    By constructing the suitable model and using Monte Carlo simulation methods, the randomness and uncertainties can be processed efficiently and analyzed in the decision and analysis of investment risk, which makes up the deficiencies of traditional decision-making tools and provides a good solution ideas for investment risk decision-making.
  • Keywords
    Analytical models; Computational modeling; Computers; Decision making; Investments; Monte Carlo methods; Uncertainty; Monte Carlo simulation; decision; investment risk;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Science and Engineering (ICISE), 2010 2nd International Conference on
  • Conference_Location
    Hangzhou, China
  • Print_ISBN
    978-1-4244-7616-9
  • Type

    conf

  • DOI
    10.1109/ICISE.2010.5691779
  • Filename
    5691779
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2161879