Examinando por Materia "Forecasting and simulation"

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    Ítem
    Proyección de la Tasa de Cambio Representativa del Mercado, por medio de la simulación Montecarlo, sensibilizada con el método Bootstrap para la toma de decisiones financieras de Groupe Seb Andean S.A.
    (2019) Dávila Betancur, María Andrea; Brayan Ricardo, Rojas
    Groupe Seb Andean S.A is a cookware products manufacturing company and commercialize small appliances. In Colombia it operates with the brand Imusa and Samurai. Currently, the company has a vision to develop new business abroad. Companies that carry out activities in the international context are exposed to multiple risks, among these, the exchange risk, which will be the objective of study in this thesis. The objective is to forecast the Exchange Rate through a stochastic simulation model sensitized with the Bootstrap method. The goal is to develop daily and monthly reports for the financial and commercial management team; with the objective to forecast the currency's trend and analyze the impact in the financial statements of the company. Through the aforementioned methods, a short- and medium-term management and decision-making tool was developed leaving the entity to take its decisions more accurately.