| 蒙特卡罗在项目融资风险评估中的应用 |
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| 引用本文： | 彭海艳,杨会云.蒙特卡罗在项目融资风险评估中的应用[J].森林工程,2006,22(4):67-69. |
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| 作者姓名： | 彭海艳 杨会云 |
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| 作者单位： | 东北林业大学,哈尔滨150040 |
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| 摘 要： | 项目融资具有强大的筹资能力，在我国的应用具有广阔的前景。但项目融资也存在巨大的风险，需要对风险加以管理．风险评估是风险管理的重要步骤。本文通过介绍蒙特卡罗的基木概念、基本原理和工作程序，采用蒙特卡罗模拟与Matlab程序相结合的方法进行了项目融资风险定量评估，并结合实例对此方法予以说明。
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| 关 键 词： | 项目融资 蒙特卡罗 风险 |
| 文章编号： | 1001-006X（2006）04-0067-03 |
| 收稿时间： | 2006-03-28 |
| 修稿时间： | 2006年3月28日 |
Application of Monte Carlo in Risk Assessment of Project Finance |
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| Peng Haiyan, Yang Huiyun.Application of Monte Carlo in Risk Assessment of Project Finance[J].Forest Engineering,2006,22(4):67-69. |
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| Authors: | Peng Haiyan Yang Huiyun |
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| Institution: | Northeast Forestry University, Harbin 150040 |
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| Abstract: | Project finance has the characteristic of strong financing ability and has a very bright future in China. There is much risk in running project finance, so it is necessary to carry out finance risk management. The evaluation of finance risk is an important step in finance risk management. In the paper, the basic concept, fundamental principle and work procedure of Monte Carlo were briefly introduced. The project finance risk was quantitatively assessed by combing Monte Carlo simulation and Matlab procedure. And a real case was given to illustrate the method. |
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| Keywords: | project finance Monte Carlo risk |
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