Monte Carlo Simulation and Financial Planning
Thesis title: | Simulace Monte Carlo a finanční plánování |
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Author: | Vyhlídka, Jan |
Thesis type: | Bakalářská práce |
Supervisor: | Hnilica, Jiří |
Opponents: | Sieber, Patrik |
Thesis language: | Česky |
Abstract: | The purpose of this paper is to clarify the Monte Carlo method, related time series forecasting and their application within the Crystal Ball environment. The theoretical part explains the way how to define the assumptions and the fundamental principles behind it. The application part demonstrates the forecasting of revenues and costs of RWE Transgas,a.s. on the basis of the average monthly temperatures, the prices of oil derivatives and the changes in the exchange rates. |
Keywords: | Transgas; časové řady; forecasting; finanční plánování; Crystal Ball; simulace; Monte Carlo |
Thesis title: | Monte Carlo Simulation and Financial Planning |
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Author: | Vyhlídka, Jan |
Thesis type: | Bachelor thesis |
Supervisor: | Hnilica, Jiří |
Opponents: | Sieber, Patrik |
Thesis language: | Česky |
Abstract: | |
Keywords: |
Information about study
Study programme: | Ekonomika a management/Podniková ekonomika a management |
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Type of study programme: | Bakalářský studijní program |
Assigned degree: | Bc. |
Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
Faculty: | Faculty of Business Administration |
Department: | The Department of Business Economics |
Information on submission and defense
Date of assignment: | 6. 5. 2008 |
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Date of submission: | 6. 5. 2008 |
Date of defense: | 28. 5. 2008 |
Identifier in the InSIS system: | https://insis.vse.cz/zp/8731/podrobnosti |