Monte Carlo模拟在农业综合开发项目风险评价中的应用研究

Application of Mente Carlo Stimulation in Risk Evaluation of Agricultural Comprehensive Exploration Project

介绍了Monte Carlo方法原理和模拟计算实现过程,以社会主义新农村建设农业综合开发项目为实例,构建了固定资产投资、经营成本和销售收入为风险因素的概率分布函数,以内部收益率为风险评价指标,利用Monte Carlo方法对项目进行了风险评价。结果表明,该项目内部收益率小于20%的风险概率为27%,可以实施;Monte Carlo方法定量评价项目投资风险具有较好的实用性。

Mente Carlo method and stimulation steps are introduced. Taking agricultural comprehensive exploitation project of new country construction as example, probability distributing function of risk factors for fixed assets investment, management cost and selling income are modeled, and then risk evaluation of the project is made using Mente Carlo method and taking FIRR as risk evaluation index. The result shows that the risk probability that FIRR is less than 20% is 27%. Mente Carlo method has good practicability in evaluating investment risk of project quantitatively.