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master's thesis
MONTE CARLO SIMULACIJE
2017. urn:nbn:hr:143:740838
Vrcelj, Petar
Polytechnic of Sibenik
Management

Cite this document

Vrcelj, P. (2017). MONTE CARLO SIMULACIJE (Master's thesis). Retrieved from https://urn.nsk.hr/urn:nbn:hr:143:740838

Vrcelj, Petar. "MONTE CARLO SIMULACIJE." Master's thesis, Polytechnic of Sibenik, 2017. https://urn.nsk.hr/urn:nbn:hr:143:740838

Vrcelj, Petar. "MONTE CARLO SIMULACIJE." Master's thesis, Polytechnic of Sibenik, 2017. https://urn.nsk.hr/urn:nbn:hr:143:740838

Vrcelj, P. (2017). 'MONTE CARLO SIMULACIJE', Master's thesis, Polytechnic of Sibenik, accessed 20 March 2023, https://urn.nsk.hr/urn:nbn:hr:143:740838

Vrcelj P. MONTE CARLO SIMULACIJE [Master's thesis]. Šibenik: Polytechnic of Sibenik; 2017 [cited 2023 March 20] Available at: https://urn.nsk.hr/urn:nbn:hr:143:740838

P. Vrcelj, "MONTE CARLO SIMULACIJE", Master's thesis, Polytechnic of Sibenik, Šibenik, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:143:740838

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Metadata
TitleMONTE CARLO SIMULACIJE
Title (english)MONTE CARLO SIMULATION
AuthorPetar Vrcelj
MentorŽelimir Mikulić (mentor)
GranterPolytechnic of Sibenik
(Management)
Šibenik
Defense date and country2017-10-30, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Abstract
Monte Carlo metoda je probabilistički računalni algoritam u kojem se vrijednost jedne ili više slučajnih varijabli zadaje funkcijom gustoće, a kojem je cilj predvidjeti sve moguće ishode procesa na koji je primijenjen te vjerojatnosti njihovog pojavljivanja. U ovom radu ćemo se bolje upoznati sa radom platforme @RISK američke kompanije Palisade. @RISK je add-in u programu Microsoft Excel koji služi za pokretanje simulacija rizika i kasnije analaiziranje dobivenih podataka. Za primjer smo uzeli povijesne podatke Privredne Banke Zagreb unazad 4 godine, te smo analizirali rizičnost ulaganja pomoću dobivenih podataka. Ona dionica koja ima veći prinos je samim tim bolja i donosi nam najbolje financijske rezultate. Dionice koje imaju najmanji očekivani povrat njih zaobilazimo jer je ulaganje u njih prerizično. Monte Carlo simulacije su se pokazale kao jako pouzdan alat za procjenu rizika te su našle primjenu u jako puno poduzeća diljem svijeta. Pruža poduzeću jasniju sliku u rizičnosti ulaganja u buduće investicije, te ih usmjerava u kojem smjeru poduzeće u budućnosti mora krenuti.
Abstract (english)
Monte Carlo method is probabilistic computer algorithm in which value one or more random variability inflicts function of density, which is purpose to predict all possible issue. In this worksheet we will be able how to use @RISK simulation platform of the American company Palisade. @RISK is add-in in Microsoft Office using for risk simulation and at the end analyzing obtained results. For example we will use historical data from Privredna Banka Zagreb collected from Zagreb stock exchange in last 4 years and we will analyzing risk of the collect data. The stock which have the biggiest yield is best option and we will have best results. The stock which have the lowest expected return we don’t use it in our simulation analyzis. The Monte Carlo simulation showed up like very certain tool for risk simulation and a lot of company all of the world. Provides the cleary picture of company investment in future, and they are focusing in wich directon in future company need to go.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:143:740838
Study programmeTitle: Management
Study programme type: professional
Study level: specialist graduate
Academic / professional title: stručni/a specijalist/specijalistica menadžmenta (stručni/a specijalist/specijalistica menadžmenta)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2017-11-03 08:41:03