Examinando por Materia "Simulación de Monte Carlo"

Mostrando 1 - 1 de 1
  • No hay miniatura disponible
    Ítem
    Valoración de una fintech a través de opciones reales (ROV)
    (Universidad EAFIT, 2019) Palacio Marín, Laura; Huepa Bolívar, Carlos Eduardo; Bravo Vélez, Juan Felipe
    The discounted cash flow (DCF) considers the variables statically or deterministically. For this reason, through a Monte Carlo simulation proceed to sensitize variables of the environment and the company randomly, considering the main indicators of value generation that can be obtained in the DCF. Additionally, as a complementary methodology, a valuation is made by real options considering the management flexibility implicit in the project; this model can translate this flexibility into volatility, allowing to incorporate the extrinsic value of upside potential risk of the investment.