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Research of Shipbuilding Project Investment Risk Analysis Based on Monte Carlo Simulation

Author: LianChunGuang
Tutor: YaoHuiLi
School: Jiangsu University of Science and Technology
Course: Business management
Keywords: Shipbuilding project Investment risk Risk Analysis Monte Carlo simulation
CLC: F426.474
Type: Master's thesis
Year: 2010
Downloads: 220
Quote: 0
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Abstract

The shipbuilding industry is strategic industries provide major equipment for maritime traffic, coastal construction and marine development. In recent years, with the domestic shipbuilding capacity to rapidly improve the shipbuilding project blindly repeated construction problems have become increasingly prominent, resulted in a greater impact on project returns, is not conducive to the normal development of the shipbuilding industry. To ensure that the actual earning power of the new shipbuilding project investment, prior to its risk analysis is absolutely necessary, and this has important practical significance to improve the income situation of the shipbuilding project investment. The basis of this research include the shipbuilding project investment risk analysis basic overview of the theory and the current situation of the shipbuilding industry project investment analysis two parts. Shipbuilding project investment in basic theoretical part of the concept of risk analysis theory, the principle and its application of the Monte Carlo simulation method overview and analysis. Analysis section, the first four levels from the principal investor, investment targets, investment vehicles, investment purposes analyze the characteristics of China's shipbuilding industry in recent years, investment, followed by an overview of the outstanding problems of the industry and from the project itself characteristics, the project environmental characteristics, project stakeholders, discusses the sources of the the shipbuilding project investment risk. Based on the theoretical basis of the above with the industry status quo, and the complex nature of the shipbuilding project to build a shipbuilding project investment risk analysis framework based on Monte Carlo simulation, the framework for risk analysis of the various aspects involved, evaluation of selected straighten out the basic idea of ??the project risk analysis using Monte Carlo methods. Shipbuilding projects that involve risk factors in the above framework guidance to identify, establish a shipbuilding project's risk factors system and design a fuzzy random sampling level analysis method to major risk factors affect the right to re-conduct sorted; propose a With Matlab software-based of historical data on the probability of the risk variable distribution parameters estimated NPV Evaluation risk analysis simulation models, the completion of these tasks makes possible to shipbuilding projects based on Monte Carlo simulation analysis. In empirical research, for example, the Shanghai Waigaoqiao Shipbuilding Base instance validation in accordance with the framework of risk analysis, simulation and project decision-making and operations consistent with the status quo, to prove a risk analysis framework as well as the validity of the evaluation model built with feasibility. Shipbuilding project the shipbuilding project investment risk analysis is a very complex system evaluation, this study aims to provide a practical idea of ??risk analysis framework provides reference and guidance for the project decision, its decision-making more scientific and reasonable.

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