Original title: Simulace Monte Carlo a finanční plánování
Translated title: Monte Carlo Simulation and Financial Planning
Authors: Vyhlídka, Jan ; Hnilica, Jiří (advisor) ; Sieber, Patrik (referee)
Document type: Bachelor's theses
Year: 2008
Language: cze
Publisher: Vysoká škola ekonomická v Praze
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: Crystal Ball; finanční plánování; forecasting; Monte Carlo; simulace; Transgas; časové řady

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/6216

Permalink: http://www.nusl.cz/ntk/nusl-7949


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Bachelor's theses