Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation

For a long time, incorporating risk management into the investment project plan has been a popular method in order to mitigate a risk of the investment. However, the problem still exists in risk analysis, such as the difficulties to involve the non-financial risks in an economic model for evaluating...

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Main Author:	Hamundu, Ferdinand Murni
Format:	Thesis
Language:	English
Published:	2011
Subjects:	QA75.5-76.95 Electronic computers Computer science
Online Access:	http://eprints.usm.my/43277/1/FERDINAND%20MURNI%20HAMUNDU.pdf
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id	my-usm-ep.43277
record_format	uketd_dc
spelling	my-usm-ep.432772019-04-12T05:26:31Z Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation 2011-08 Hamundu, Ferdinand Murni QA75.5-76.95 Electronic computers. Computer science For a long time, incorporating risk management into the investment project plan has been a popular method in order to mitigate a risk of the investment. However, the problem still exists in risk analysis, such as the difficulties to involve the non-financial risks in an economic model for evaluating the investment project. One of the solutions for modeling of imprecise and the qualitative knowledge is employing fuzzy logic. Therefore, this thesis proposes Fuzzy-Monte Carlo Simulation that is able to bridging the financial and non-financial risk for estimating the probability of Cumulative Cash Flow (CCF), Net Present Value (NPV) and Internal Rate of Return (IRR). 2011-08 Thesis http://eprints.usm.my/43277/ http://eprints.usm.my/43277/1/FERDINAND%20MURNI%20HAMUNDU.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Komputer
institution	Universiti Sains Malaysia
collection	USM Institutional Repository
language	English
topic	QA75.5-76.95 Electronic computers Computer science
spellingShingle	QA75.5-76.95 Electronic computers Computer science Hamundu, Ferdinand Murni Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
description	For a long time, incorporating risk management into the investment project plan has been a popular method in order to mitigate a risk of the investment. However, the problem still exists in risk analysis, such as the difficulties to involve the non-financial risks in an economic model for evaluating the investment project. One of the solutions for modeling of imprecise and the qualitative knowledge is employing fuzzy logic. Therefore, this thesis proposes Fuzzy-Monte Carlo Simulation that is able to bridging the financial and non-financial risk for estimating the probability of Cumulative Cash Flow (CCF), Net Present Value (NPV) and Internal Rate of Return (IRR).
format	Thesis
qualification_level	Master's degree
author	Hamundu, Ferdinand Murni
author_facet	Hamundu, Ferdinand Murni
author_sort	Hamundu, Ferdinand Murni
title	Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
title_short	Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
title_full	Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
title_fullStr	Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
title_full_unstemmed	Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation
title_sort	fuzzy-monte carlo simulation for risk analysis in investment project evaluation
granting_institution	Universiti Sains Malaysia
granting_department	Pusat Pengajian Sains Komputer
publishDate	2011
url	http://eprints.usm.my/43277/1/FERDINAND%20MURNI%20HAMUNDU.pdf
_version_	1747821192460369920

Fuzzy-Monte Carlo Simulation For Risk Analysis In Investment Project Evaluation

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