실물투자프로젝트의 경제성 평가와 다양한 위험분석 기법

다국어 초록 (Multilingual Abstract)

In a real world, we are supposed to usually obtain an uncertain information on the revenues and expenses which will be used for an economic analysis of investment projects. One of the most widely used methods to deal with the uncertain situation is to rely on the usage of the expected values. However, it is not desirable to use the expected value for the economic analysis because it does not provide a variety of the ways to look into.
Recently there exist a number of methods such as a Monte Carlo simulation, risk premium, capital asset pricing model, and real options pricing theories to effectively cope with uncertainty inherent in the investment projects. One of the advantages of scrutinize the investment project through a various number of lens is that investment decision makers may come by the valuable insight into the reality of the underlying investment project. For this purpose, we will present many different methods to handle an uncertainty of the investment projects, which have been widely used by so far. The presentation will be made with the numerical examples along with the commercialized softwares like Crystal Ball, MS-Excel, Mathematica, etc.

목차 (Table of Contents)

• Abstract
• 1. 서론
• 2. 리스크란?
• 3. 리스크 분석기법
• 4. 결론
• 참고문헌