masterThesis
Flujo de caja con simulaciones Monte Carlo en lenguaje de programación R
Fecha
2018Registro en:
332.015195 D948
Autor
Durán Cortés, José Alfredo
Institución
Resumen
The financial risk analysis of the cash flow of a hypothetical project in current values –with inflation– was carried out -- The risk model was simulated using the Monte Carlo statistical method -- The development of the whole exercise was carried out in the R programming language, with the general objective of providing pedagogical guidelines for the use of R in the field of financial risk assessment in private investment projects -- The first part of this research is the introduction, which defines the scope of the document and explains the advantages of using the R language in quantitative analysis; the second part is the conceptual frame of reference, used in the development of work; the third part is the solution methodology and research sources, to obtain the tools and knowledge with which the quantitative analysis was developed; the fourth part is the quantitative development, in language R, of the financial and risk analysis of the hypothetical project; the fifth part is a section of the programming of some financial indicators for Monte Carlo simulations that can be used in other financial risk assessments; the sixth part is the final financial and risk considerations on the rejection of the investment of the hypothetical project raised in the document; The seventh part is the conclusions, divided into a story about changes in the input variables or other possible financial and risk analysis to be carried out in the evaluation of the hypothetical project, and in a reflection on the learning of the programming language R