【摘要】 在投资项目的经济评价过程中,不确定分析是决策阶段评价项目风险能力的重要手段,其主要包括盈亏平衡分析、敏感性分析和概率分析(解析法和蒙特卡洛法)。蒙特卡洛法又称随机模拟法,此方法采取对随机变量进行抽样试验的手段,预估依输入随机变量而确定的以经济评价指标为主的输出变量的数值分布。分析蒙特卡洛法的优劣势、在工业投资项目中的应用,以及对经济评价体系的影响。更多还原

【Abstract】 In the process of investment project economic evaluation, uncertainty analysis is the important means of evaluation of project risk decision stage, it mainly includes break-even analysis, sensitivity analysis and probability analysis(analytical method and Monte Carlo Simulation).The Monte Carlo Simulation is also called the random simulation method, this method adopts the means of random sampling test, estimated in accordance with the input random variables and determine the economic evaluation index of value distribution of the output variable.Analysing the advantages and disadvantages of the Monte Carlo Simulation and its application in industrial investment projects, as well as the impact on the economic evaluation system.更多还原