Monte Carlo Simulation and Financial Planning

Thesis title: Simulace Monte Carlo a finanční plánování
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
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
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
Date of submission: 6. 5. 2008
Date of defense: 28. 5. 2008
Identifier in the InSIS system: https://insis.vse.cz/zp/8731/podrobnosti

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