[計(jì)算機(jī)]實(shí)例16_蒙特卡洛模擬

1、例例9-1:9-1:蒙蒙特特卡卡洛洛投投資資評(píng)評(píng)價(jià)價(jià)風(fēng)風(fēng)險(xiǎn)險(xiǎn)模模型型模擬次數(shù) 特定凈現(xiàn)值26.10初始投資額(百萬(wàn)元)218.58初始銷量均值(百萬(wàn)件)22-7.97初始銷量標(biāo)準(zhǔn)差(百萬(wàn)件)0.6320.66銷量第2年增長(zhǎng)率20%47.23銷量第3年增長(zhǎng)率-50%56.43年固定成本(百萬(wàn)元)162.24貼現(xiàn)率10%70.79初始銷量(百萬(wàn)件)2 2. .7 77 784.89步長(zhǎng)產(chǎn)品價(jià)格(元)7 799.481.7單位變動(dòng)成本(元)2 2. .3 3102.86第1年第2年第3年11-6.14銷量2.773.321.66126.66銷售收益19.3723.2511.621311.88總成本7

2、.378.644.8214-2.88利潤(rùn)(現(xiàn)金收入)12.0114.616.8015-9.121623.43特定凈現(xiàn)值26.101711.561000次模擬凈現(xiàn)值均值(百萬(wàn)元)5.571819.351000次模擬凈現(xiàn)值標(biāo)準(zhǔn)差(百萬(wàn)元)8.0719-11.651000次模擬現(xiàn)值最大值(百萬(wàn)元)35.15204.201000次模擬凈現(xiàn)值最小值(百萬(wàn)元)(16.45)21-0.74225.882312.34微調(diào)控件參數(shù)13240.46指定的凈現(xiàn)值X3.425-3.84大于凈值概率Y67%269.72垂直線坐標(biāo)X坐標(biāo)Y坐標(biāo)27-3.59最低點(diǎn)坐標(biāo)3.40285.91曲線交點(diǎn)坐標(biāo)3.467%290.89

3、最高點(diǎn)坐標(biāo)3.41302.803111.533210.583335.15342.203525.16365.653710.10383.54390.18403.66412.92429.334311.694418.70452.60468.4247-4.0448-2.68490.275013.43513.7652-3.2153-0.73546.71551.945610.46578.095817.57598.34608.6461-5.936217.436311.4664-3.33659.866621.97674.1668-7.75693.91704.00718.40725.91734.52746.997

4、52.61761.86777.66787.19790.8980-7.39818.46821.10836.998424.38858.13867.1387-2.03882.888912.68906.84913.929211.79934.06941.16955.46968.129730.14987.949915.751005.7810116.2110212.2810318.74104-3.521052.401060.7910712.95108-7.651093.40110-3.2211121.971122.431133.79114-6.1011512.12116-9.36117-2.771188.5

5、71193.471200.311211.9312213.291231.891248.6412517.87126-1.4912719.051284.44129-1.461300.031310.401327.64133-1.1613412.5713522.371366.521377.30138-4.111393.751401.081413.5114221.45143-0.0214427.3714514.441467.18147-9.351488.3714912.89150-0.671513.51152-2.5915314.281549.921556.901567.191576.3115814.31

6、1596.8816021.76161-2.7416210.34163-1.301645.81165-2.0916624.62167-10.861684.311694.781703.4217113.141728.14173-0.6917423.3717516.431760.531776.87178-0.331791.311806.58181-10.8118224.22183-5.461845.641850.281864.87187-4.03188-2.461891.471905.381917.94192-4.411934.61194-1.311955.831964.821978.481984.8

7、81995.142004.58201-3.272020.252035.86204-1.0820510.702065.212070.792083.282096.0921024.182112.4921217.7721315.55214-3.642154.71216-1.5621730.352180.9121913.942207.402219.2322211.49223-0.9222412.512250.3722617.392276.8222813.602290.9423019.762319.7323213.76233-1.9323413.0823517.71236-0.78237-3.032384

8、.672392.292400.332414.952429.592431.002448.292458.3024611.7924711.60248-14.31249-4.272501.91251-0.9825216.232531.09254-2.54255-2.122560.6425714.132589.98259-3.12260-11.32261-8.9126210.662638.84264-2.912659.672665.332671.652681.4726911.212708.18271-1.522725.55273-2.182742.732754.622763.052774.842783.

9、45279-1.75280-5.93281-11.362820.4728311.942845.81285-8.272861.2528717.8228810.7828910.0629010.072917.612928.9529329.302945.67295-2.5929613.822972.922983.5829910.813005.553011.273027.4630314.003049.87305-0.473064.4230715.6930811.8830927.473104.87311-1.443126.543134.733147.6831523.4331614.203174.07318

10、3.123195.723201.213218.063225.843236.6232410.74325-10.0932613.69327-1.4832820.703298.89330-7.123312.0733210.4933317.323343.2333527.0733628.5733713.333382.06339-0.7734015.09341-4.013426.723431.9434417.923455.97346-0.253474.69348-8.923495.833505.283514.54352-0.7135317.143541.553554.66356-2.733579.1135

11、84.323590.84360-5.733617.143620.47363-0.63364-4.10365-0.463660.3636710.093686.8636913.403700.33371-8.6337215.3537316.57374-0.743756.9937611.39377-7.54378-1.9737922.57380-3.2738110.9638222.29383-1.843845.073854.603862.61387-2.40388-6.9738911.8739013.133915.53392-4.0139311.213949.26395-0.4439610.02397

12、14.413989.0039913.79400-4.4940110.37402-8.804039.574049.59405-9.574065.764073.4740816.194092.71410-2.88411-4.124125.534133.984144.274153.834164.76417-4.1741813.834190.274205.714219.56422-5.714238.3842416.524256.03426-4.974277.704280.51429-4.09430-1.094312.69432-3.764339.214345.034356.5343613.794379.

13、15438-2.034396.47440-6.0644115.77442-4.24443-1.49444-4.784450.604464.3044711.86448-5.044495.714500.064512.624529.404534.144541.614550.72456-1.674577.654584.794596.594602.514611.3546211.464633.214648.67465-5.634662.7746713.754682.404699.794702.4347112.924721.41473-1.6947419.324758.484764.194773.05478

14、17.36479-5.544808.77481-9.844821.224836.28484-1.964856.654868.724870.484886.1348923.894905.42491-1.3949222.654935.104945.7849516.714969.614976.5749811.294999.5450017.48501-15.64502-0.64503-6.815042.045053.5650610.455078.395088.975096.5551026.50511-1.605123.005137.485141.235153.7951611.085174.815181.

15、095190.165203.605216.955220.5752315.13524-4.765253.3352611.865275.7652822.39529-2.8853013.365312.1053215.385338.65534-1.3653514.145364.45537-1.335388.935395.5054014.29541-4.195423.925432.99544-2.0854511.795465.455477.2954816.1354913.285506.875514.0955211.3155316.335547.2855525.0855627.83557-4.585581

16、.805591.73560-5.39561-7.32562-1.26563-3.185643.7956519.895665.48567-1.305683.3256910.285702.6457115.205720.0757319.08574-11.015757.625767.825771.7357815.775796.2558019.91581-4.0558211.47583-4.49584-5.805858.685868.0358732.145882.11589-2.3159010.5359125.015922.765932.49594-2.455955.745963.225973.1259

17、8-2.39599-4.406001.016015.006025.486031.0360425.436058.226061.336072.3360831.316099.9161010.6161125.846127.9661317.036145.76615-0.4661612.95617-1.066181.326194.756208.846214.196222.166230.9962424.336250.9262610.65627-0.2262811.246294.67630-5.2763112.956321.966335.716341.596357.59636-5.876379.96638-9

18、.026392.586402.55641-6.2964219.516436.1764422.0564512.60646-3.99647-3.9864823.5664913.0965033.526512.78652-5.8365317.6565411.386558.98656-9.946571.53658-0.986596.69660-0.4966127.5166216.846637.066646.80665-1.816668.2266718.4866815.006694.1267014.88671-6.096725.9967314.34674-5.736754.846766.3667718.3

19、8678-3.38679-12.6768021.386814.796828.586830.746847.5868510.1268618.826877.2668816.5468915.576905.5269114.056928.306933.446941.116950.906965.296976.276983.306996.897001.15701-7.257026.6270318.987044.637057.177069.887076.20708-0.207096.03710-5.747114.26712-2.347132.96714-3.71715-0.677163.99717-0.2671

20、8-3.057197.447200.937218.33722-4.187239.85724-0.227253.68726-0.617279.2172813.2772919.2373015.477316.027321.267337.7173410.037354.797361.51737-10.23738-7.257392.197403.23741-1.907426.16743-4.77744-4.117453.727465.98747-2.707487.707497.79750-0.447513.747520.097538.997544.447554.967564.47757-1.217582.

21、9475915.797608.53761-16.457629.2276313.06764-3.767654.357665.4376710.307682.12769-3.8077010.707717.777723.037736.907744.1677516.587765.637778.0177826.567791.2078013.467819.20782-8.057830.1978412.9178516.157862.437872.477885.27789-2.62790-4.2479113.517920.7679318.58794-9.0079520.787965.4079716.387981

22、4.3779914.788008.878010.74802-3.238033.908042.778054.55806-3.9380718.728089.528098.21810-10.07811-2.998129.958133.288147.238159.29816-0.918173.328186.51819-3.328204.058217.97822-2.228230.8482420.968250.08826-1.328276.518282.308290.558302.058318.32832-3.018332.678349.448350.3583610.848377.14838-1.358

23、39-0.0184012.208416.4584215.18843-7.968448.778459.3584627.0984711.798481.838493.878501.7685119.68852-0.788531.7085413.618557.05856-0.72857-0.9785813.3085915.698606.52861-0.998620.58863-2.658645.58865-13.168662.02867-1.9386811.7586919.598704.6587110.80872-4.3587317.09874-2.3987519.738769.4187720.9187

24、8-1.688792.79880-0.76881-1.158828.048837.07884-1.428850.78886-3.798877.2188821.3788922.7189017.31891-0.558923.138934.61894-4.37895-1.428967.928971.108980.068995.199001.9990114.73902-0.2190323.849045.729053.52906-12.809073.72908-3.26909-7.62910-1.0791116.7891213.27913-1.249142.979150.419168.519175.39

25、9187.83919-1.74920-6.239214.4392213.60923-2.489247.999250.379266.179275.229281.949290.129309.269314.099325.779333.75934-0.1493514.139363.6693718.009389.3293910.32940-8.6894114.969422.1994311.009447.28945-3.039467.78947-3.229489.27949-10.14950-0.1595115.9895225.069534.859546.1395514.6995621.7195717.5

26、59584.9595926.949603.599611.769629.11963-8.0596411.38965-1.7896610.189673.60968-1.3996912.469700.64971-0.689725.75973-3.819744.6397513.729766.249776.629783.08979-0.20980-2.819811.069825.309836.399847.08985-7.279868.199876.629885.819896.1699016.21991-3.03992-10.2199314.89994-4.129954.27996-1.469972.8

27、49980.669994.411000-3.76產(chǎn)品價(jià)格(元) 先驗(yàn)概率 累計(jì)概率0025%0.05310%0.15420%0.35530%0.65620%0.85710%0.9585%1區(qū)號(hào)區(qū)間刻度區(qū)間頻次概率累計(jì)概率 大于某凈值概率1(17.00)00.00%0.00%100.00%2-15.320.20%0.20%100.00%3-13.610.10%0.30%99.80%4-11.930.30%0.60%99.70%5-10.280.80%1.40%99.40%6-8.5161.60%3.00%98.60%7-6.8171.70%4.70%97.00%8-5.1202.00%6.70%

28、95.30%9-3.4434.30%11.00%93.30%10-1.7585.80%16.80%89.00%110.0737.30%24.10%83.20%121.7868.60%32.70%75.90%133.4858.50%41.20%67.30%145.110010.00%51.20%58.80%156.8979.70%60.90%48.80%168.5858.50%69.40%39.10%1710.2707.00%76.40%30.60%1811.9494.90%81.30%23.60%1913.6343.40%84.70%18.70%2015.3343.40%88.10%15.30

29、%2117.0282.80%90.90%11.90%2218.7212.10%93.00%9.10%2320.4171.70%94.70%7.00%2422.1131.30%96.00%5.30%2523.8101.00%97.00%4.00%2625.5121.20%98.20%3.00%2727.260.60%98.80%1.80%2828.950.50%99.30%1.20%2930.630.30%99.60%0.70%3032.320.20%99.80%0.40%3134.010.10%99.90%0.20%3235.710.10%100.00%0.10%累計(jì)求和1000100.00%0 0. .0 05 50 0. .1 10 0. .2 20 0. .3 30 0. .2 20 0. .1 10 0. .0 05 52 23 34 45 56 67 78 80 00 0. .0 05 50 0. .1 15 50 0. .3 35 50 0. .6 65 50 0. .8 85 50 0. .9