Приложение на метод “Монте Карло” за симулативно прогнозиране на пазарните цени
Application of “Monte Carlo” Method for Simulating Prognoses of the Market Prices
Author(s): Alexander TassevSubject(s): Economy
Published by: Институт за икономически изследвания при Българска академия на науките
Summary/Abstract: It is well known that in the market economies the prices vary. This fact creates substantial problem when forecasting the necessary financial flows connected with firms’ effective functioning. This research offers an approach based on “Monte Carlo” method with the help of which simulatively are prognosticated the market prices‘ variations. With the help of this approach the managing personnel have the possibility to use different variations of firm strategies at the possible combinations of varying value indexes of the corresponding prices. In the way such a strategy may be chosen which is well adapted to all possible market price combinations and which gives best economic results.
Journal: Икономически изследвания
- Issue Year: 1998
- Issue No: 2
- Page Range: 187-194
- Page Count: 8
- Language: Bulgarian