基于蒙特卡罗模拟技术的投资项目风险量化分析

Quantitative Risk Analysis of Investment Project Based on Monte Carlo Simulation Technology

近年来,国内投资项目风险分析越来越受到重视,投资项目前期工作普遍要求加强风险量化分析,但在实际操作中缺少风险定量分析的实施指南。本文分析风险量化分析技术特点及适用范围,重点介绍基于蒙特卡罗模拟技术开展风险量化分析的实施步骤、关键参数的确定方法。最后以A项目为例,构建风险评估模型,举例说明不同风险变量适用的概率分布及参数确定过程,并采用蒙特卡罗模拟技术获得风险量化分析结果。研究过程与结论对投资项目风险量化分析有一定的借鉴和指导意义。

Recent years,the risk analysis of investment projects has been increasingly emphasized.In the early stage of investment projects,it is generally necessary to strengthen quantitative risk analysis.However,there is a lack of guidelines for quantitative risk analysis in practical operations.This article analyzes the technical characteristics and scope of application of quantitative risk analysis,it focuses on the implementation steps and methods for determining key parameters of risk quantitative analysis based on Monte Carlo simulation technology.Finally,taking investment project A as an example,a risk assessment model is constructed.This article provides examples to illustrate the probability distribution and parameter determination process for different risk variables and uses Monte Carlo simulation technology to obtain the results of quantitative risk analysis.The research process and conclusions have certain reference and guidance significance for the quantitative risk analysis of investment project.