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工程項目經濟參數估值中蒙特卡洛模擬的運用

添加時間:2019/10/21

  摘要:項目的工程經濟評價, 是指在可行性研究的基礎上, 根據國家有關部門頒布的政策法規方法參數和條例等從項目國民經濟和社會的角度出發, 由有關部門對擬建項目建設的必要性建設條件, 生產條件, 財務效益, 經濟效益和社會效益等進行了全面分析論證, 并就該項目是否可行提出相應職業判斷的一項工作。不確定性是工程經濟評價中重要的一部分, 不確定性經濟分析的主要方法有:敏感性分析和風險分析。將蒙特卡洛模擬引入不確定性經濟分析, 可以達到求解經濟項目評價的概率分布或其他特征值的目的。該方法計算速度快, 且通俗易懂便于操作。

  GUANJIANCI:MENGTEKALUOMONI; BUQUEDINGXINGFENXI; GAILVFENBU;

  1、緒論

  MENGTEKALUOMONISHIZAIERZHANQIJIAN, DANGSHIZAIYUANZIDANYANZHIDEXIANGMUZHONG, WEILEMONILIEBIANWUZHIDEZHONGZISUIJIKUOSANXIANXIANG, YOUMEIGUOSHUXUEJIAFENG·NUOYIMANHEWULAMUDENGFAMINGDEYIZHONGTONGJIFANGFA。ZHISUOYIQIMINGJIAOMENGTEKALUOMONI, SHIYINWEIMENGTEKALUOZAISHIOUZHOUXIUZHENGUOJIAMONAGEYIGECHENGSHI, ZHEGECHENGSHIZAIDANGSHISHIFEICHANGZHUMINGDEYIGEDUCHENG。YINWEIDUBODEBENZHISHISUANGAILV, ERMENGTEKALUOMONIZHENGSHIYIGAILVWEIJICHUDEYIZHONGFANGFA, SUOYIYONGDUCHENGDEMINGZIWEIZHEZHONGFANGFAMINGMING。

秒速赛车6码计划   PINGJIAGONGCHENGXIANGMUJISHUFANGANDEZHIBIAODUOZHONGDUOYANG, ZHEXIEZHIBIAOCONGBUTONGJIAODUFANYINGXIANGMUDEJINGJIXING。CONGXINGTAISHANGKAN, ZHUYAOFENWEILIANGLEI:YILEISHIYIHUOBIWEIDANWEIJILIANGDEJIAZHIXINGZHIBIAO, RUJINGXIANZHI、JINGNIANZHI、FEIYONGXIANZHI、FEIYONGNIANZHIDENG。LINGYILEISHIYIBAIFENBIHUOBILIBIAOSHIDE、FANYINGZIJINLIYONGXIAOLVDEXIAOLVXINGZHIBIAO, RUTOUZISHOUYILV、NEIBUSHOUYILV、WAIBUSHOUYILV、JINGXIANZHIZHISHUDENG。ANZHAOSHIFOUKAOLVZIJINDESHIJIANJIAZHI, JINGJIXIAOGUOPINGJIAZHIBIAOFENWEIJINGTAIPINGJIAZHIBIAOHEDONGTAIPINGJIAZHIBIAO。BUKAOLVZIJINSHIJIANJIAZHIDEPINGJIAZHIBIAOBEICHENGWEIJINGTAIPINGJIAZHIBIAO, JINGTAIPINGJIAZHIBIAOZHUYAOYONGYUJISHUJINGJISHUJUBUWANBEIHEBUJINGQUEDEXIANGMUCHUXUANJIEDUAN。KAOLVZIJINSHIJIANJIAZHIDEPINGJIAZHIBIAOBEICHENGWEIDONGTAIPINGJIAZHIBIAO, DONGTAIPINGJIAZHIBIAOYONGYUXIANGMUZUIHOUJUECEQIANDEKEXINGXINGYANJIUJIEDUAN。

  2、蒙特卡洛模擬

秒速赛车6码计划   MENGTEKALUOMONIDEGONGZUOYUANLIJIUSHIJIANGXIANGMUDEMUBIAOBIANLIANGYONGSHUXUEMOXINGBIAOSHI, MONIYINGXIANGBIANLIANGDEZHUYAOFENGXIANBIANLIANG, TONGGUOZAIJISUANJIZHONGSHENGCHENGSUIJISHUJIANGMOUYIGONGZUOJINXINGCHENGQIANSHANGWANCIDEMONI, DUIMONICHULAIDEJIEGUOJINXINGSHULITONGJIZUIZHONGDECHUYIGELEIJIGAILVFENBUTU。JIARUXIANZAIJISUANYIGEBUGUIZETUXINGDEMIANJI, NEIMEKEYICONGTAZHOUWEIHUAYIGEMIANJIYIZHIDEZHENGFANGXING, RANHOUWANGLIMIANSAMILI, ZAISHUYISHUZHEGEBUGUIZETUXINGLIDEMILISHUHEZHENGGEZHENGFANGXINGLIDEMILISHU, JISUANCHUTAMENZHIJIANDEBILIGUANXI, JIUNENGQIUCHUBUGUIZETUXINGDEJINSIMIANJILE.SUIZHUSADEMILIYUELAIYUEDUO, SUOQIUDEDEJIEGUOYUEJINGZHUN。MENGTEKALUOMONIZAIGONGCHENGJINGJIXIANGMUPINGJIAZHONGYESHIRUCI, DUIYUBUQUEDINGJUTIXIANGMUCANSHU, ZHIZHIDAODAZHIFENBUDEXIANGMU。KETONGGUOJINXINGMENGTEKALUOMONILAIJINXINGFENXI, CONGERDECHUYIGEDAZHIDEGAILVFENBU, SUIZHUMENGTEKALUOMONIDECISHUBUDUANDIZENGJIA, SUOCHANSHENGDEGAILVFENBUYEHUIYUELAIYUEQUJINYUZUIHELIDEBIANLIANGQUZHI。

秒速赛车6码计划   MENGTEKALUOMONIDEBUZOUZHUYAOKEYIFENWEIYIXIAJIGEBUZOU: (1) QUEDINGYINGXIANGMUBIAOBIANLIANGDEFENGXIANBIANLIANG; (2) JIANLIMUBIAOBIANLIANGGUANYUFENGXIANBIANLIANGDESHUXUEMOXING; (3) QUEDINGGEGEFENGXIANBIANLIANGDEGAILVFENBU; (4) JIANLIGEGEFENGXIANBIANLIANGSUIJIZHIJISUANGONGSHI; (5) DUIYUMEIYIFENGXIANBIANLIANG, LIYONGSUIJISHUJISUANFENGXIANBIANLIANGDESUIJIZHI, JIANGGEFENGXIANBIANLIANGDEYIZUSUIJIZHIDAIRUSHUXUEMOXINGJIKEDEDAOMUBIAOBIANLIANGDEYIGESUIJIJIEGUO; (6) DUOCIZHONGFUSHANGYIBUDEGUOCHENG, DEDAOMUBIAOBIANLIANGDEWUSHUGESUIJIJIEGUO; (7) DUIJIEGUOJINXINGZHENGLI, ZUOCHUMUBIAOBIANLIANGDEGAILVFENBUQUXIAN, BINGJINXINGFENGXIANPINGGU。

  DUIYUMENGTEKALUOMONIQIANQIDEFENXILAISHUOZUIZHONGYAODEJIUSHIRUHESHENGCHENGDALIANGDESUIJISHU。SUIJISHUDESHENGCHENGZHUYAOYUNYONGDESHIExcelZHONGDERandHANSHU, ZAIExcelDEKONGGEZHONGSHURURandHANSHUZHIHOU, XIANGXIAFANGKONGGETUODONGJIUKEYICHANSHENGWUXIANDUOGEFENBUZAI0DAO1ZHIJIANDESUIJISHU。RUGUOXIANGYAOSHENGCHENGFENBUZAI (a, b) DESUIJIZHENGSHU, KEYISHURURUXIAGONGSHI:Int (Rand () * (b-a+1) +a) , DUIYUFUCONGZHENGTAIFENBUDECANSHU, KEYISHIYONGNorminvHANSHUCHANSHENGSUIJISHU。

  JIASHEYIGEGONGCHENGXIANGMUDETOUZIECUNZAIDUOZHONGKENENG, TOUZI100WAN、200WAN、300WANDEGAILVFENBIEWEI0.1、0.5、0.4NEIMEJIUKEYISHIYONGRandHANSHUSHENGCHENG100GEZAI (0, 1) ZHIJIANDESUIJISHU, GENJUCANSHUXIANGHUZHIJIANDEBILIGUANXIJINYIBUXIFENQUJIAN, SHIYONGCountifHANSHUTONGJICHUYUGEGEHANSHUQUJIANSHANGDESUIJISHUGESHUZONGHE, BIRU100WANTOUZIEDEKEYIXUANQUZAI (0, 0.1) ZHEGEQUJIANSHANGDESUIJIZHIGESHUDEZONGSHULAIDAIBIAOTOUZIEWEI100WANSHISHIJIANDEFASHENGGAILV。200WANDEJIUXUANQUZAI (0.1, 0.6) ZHEGEQUJIANSHANGDESUIJISHULAIDAIBIAO, ZHEYANGJIUKEYIDECHUSUOYOUBIANLIANGDEZAIZHECIMENGTEKALUOMONIZHONGDEGAILV。

  3、算例分析

  MOUGONGCHENGXIANGMUDETOUZIFANGANCANSHUWEITOUZIE:140WAN、160WAN、180WANTAMENDEQUZHIGAILVWEI0.3、0.5、0.2。NIANJINGSHOURUWEI20WAN、28WAN、33WAN、36WAN, QUZHIGAILVWEI0.25、0.4、0.2、0.15。ZHEXIANLV:8%、10%、12%, QUZHIGAILVWEI0.15、0.75、0.1。SHOUMINGQI:9NIAN、10NIAN、11NIAN、12NIAN, QUZHIGAILVWEI0.1、0.6、0.2、0.1。RUXIABIAOSUOSHI。

投資方案參數表
投資方案參數表

  DUIYUYIGEGONGCHENGXIANGMULAISHUO, YOUSHIYOUYUGUOWANGGONGCHENGXIANGMUZILIAODEQUEFA, DUIYUGEXIANGJINGJICANSHUDEQUZHIGAILVYOUSHISHIBUNENGGOUQUZHIJIELEJIEDE。DUIYUZHEZHONGQINGKUANGKEYIYINRUMENGTEKALUOMONILAIDUIGONGCHENGXIANGMUJINGJICANSHUDEQUZHIGAILVJINXINGGUJI。ANZHAOSHANGWENZHONGTIDAOGUODESUIJISHUCHOUQUFANGFA, KEYIDUITOUZIE、NIANJINGSHOURU、ZHEXIANLV、SHOUMINGQIFENBIEXIANJINXINGCHOUQU100GESUIJISHU。GENJUZHIQIANSUOLEJIEDEGEGEGONGCHENGXIANGMUJINGJICANSHU, GENJUGECANSHUDEQUZHIGAILVHUADINGQUJIAN, SUIJISHULUODAOZHEGEQUJIANSHANGSHIJIDAIBIAOZHEGEJINGJICANSHUBEISUIJICHOUQUDAO。LIRUTOUZIEWEI140WANSHI, QUZHIDEGAILVWEI0.3, ZHEYANGZAIZHE100GESUIJISHUZHONGBIANKEYIYI (0, 30) LAIZUOWEIDAIBIAOTOUZIEWEI140WANSHIDEQUJIAN, JIASHECHOUQUDAODEMOUYIGESUIJISHUWEI25, NEIMEBIANKEYIRENWEICICIMENGTEKALUOMONIZHONGDETOUZIEWEI140WAN。FENBIEZAISIGEJINGJICANSHUZHONGCHOUQUDAOLEZUGOUDESUIJISHUZHIHOU, ZAIGENJUSUIJISHUSUODAIBIAODEJINGJICANSHUSHIJIQUZHI, LIYONGGONGSHIJING:XIANZHI=-P+A* (P/A, i, n) (P:TOUZIEXIANZHI, A:NIANJINGSHOURU, i:ZHEXIANLV, n:SHOUMINGQI) JIKESUANCHU100GEJINGXIANZHI。TONGJIQIZHONGJINGXIANZHIDAYU0DEGESHU, JIKEJISUANCHUZAI100CIMENGTEKALUOMONIXIAGONGCHENGXIANGMUJINGXIANZHIDAYU0DEGAILV。

  DANGCHOUQULE100GESUIJISHUYIHOU, JISUANCHUDEJINGXIANZHIDAYU0DEGAILVWEI0.75, ZHEGEGAILVYULILUNGAILVCUNZAI0.12DEPIANCHA。YOUYUZAICHOUQULE100GESUIJISHUZHIHOUJINGXIANZHIDAYU0DEGAILVJIAOZHIYULILUNGAILVYOUYIDINGDEPIANCHA。JIYUMENGTEKALUOMONIZAIWUXIANCIMONIHOUHUIWUXIANJIEJINYULILUNZHIDETEDIAN, WOMENKEYIJIANGSUIJISHUDEGESHUKUODA。KEYIQUDAO50GE、100GE、200GE、1000GESHENZHIGENGDUO。CONGLILUNSHANGLAISHUOSUIZHUMONIDECISHUDEZENGJIA, ZUIZHONGDECHUDEJINGXIANZHIDAYU0DEGAILVHUIWUXIANJIEJINYULILUNGAILV。

  SUIZHUCHOUQUSUIJISHUDESHULIANGDEZENGJIA, YOUYUSUIJISHUZAIGEGEQUJIANSHANGDEFENBUYUELAIYUETIEJINYUXIANGGUANJINGJICANSHUQUJIANDAXIAOZHIJIANDEBILI, YOUSUIJISHUSUODAIBIAODEGONGCHENGXIANGMUXIANGGUANCANSHUDEQUZHIGAILVYEYUELAIYUENENGGOUJIEJINYUANXIANDELILUNGAILV。ZAISHULIANGWEI500GEYIXIASHISUODECHUDEJINGXIANZHIDAYU0GAILVYULILUNGAILVXIANGCHAGUODADEYUANYINKENENGSHI, JISUANJIDESHENGCHENGSUIJISHUZAIDISHULIANGDEYANGBENZHONGFENBUHUANBUTAIJUNYUN, DANSHISUIZHUYANGBENSHULIANGDEZENGJIA, ZHEZHONGWENTIDEDAOLEMINGXIANDEJIEJUE。

  SHANGSHUSUANLIZHONGDEMEIYIGEJINGJICANSHUDOUSHISHUYULISANXINGFENBU, ZHEYANGDEFENBUBUTAIJUYOUPUBIANXING, YINCIKEYICHANGSHIGAIBIANQIZHONGDEFENBUGUANXI。LIRU, KEYIJIASHEGONGCHENGXIANGMUNIANJINGSHOURUFUCONGJUNZHIWEI30WAN, JUNFANGCHAWEI3WANDEFENBU, BINGZHONGXINJISUANXINDETIAOJIANXIAXIANGMUJINGXIANZHIDAYU0DEGAILV。

  4、結語

  ZAIGONGCHENGJINGJIXIANGMUBUQUEDINGFENXIZHONG, MUQIANGUANGFANSHIYONGYINGKUIPINGHENGFENXIHEMINGANXINGFENXI。DANSHITAMENJUNZHIXIANYONGYUDINGXINGFENXI, ERGAILVFENXIYOUYUJISUANJIAOWEIFUZAERJIAOSHAOSHIYONG。ZAIXIANSHIGONGCHENGJINGJIXIANGMUFENXIZHONG, YOUYUGEZHONGCANSHUCHANGCHANGQUEFAZUGOUDELISHITONGJIZILIAO, DABUFENBUNENGYONGJIANLIZAIDASHUJUJICHUSHANGDEKEGUANGAILVLAIPINGJIA, YINCISHIJISHIYONGZHONGCHANGCHANGSHIYONGJIANLIZAIZHUGUANGUJISHANGDEZHUGUANGAILVFENBU。TONGSHI, MENGTEKALUOMONIYOUYIGEWENTIJIUSHI, YAOXIANGFAHUICHUZUIJIADEZUOYONG, YAOQIUJINGGUOZUGOUCHANGDESHIJIAN, YANGBENNENGBANENGCHUXIANDESUOYOUZHUANGTAIDOUCHUXIANYICI, ZAIYIDINGJINGZHUNDUDEQINGKUANGXIA, JIANDANDEYANGBENNENGMANZUZHEYITIAOJIANDANSHIXIAOLVBUGOU, FUZADEYANGBENBUNENGBEIZHENGMINGMANZUZHEYITIAOJIANDANSHIHENYOUXIAO。DUIYUZHEGEWENTI, KEYICHANGSHIZAIMONIDESHIHOUJINXINGZHONGYAOXINGCHOUQU, DUIYUZUIZHONGJINGXIANZHIDAYU0GAILVYINGXIANGJIAODADECHOUQUQUJIANKAIZHANZHONGYAOXINGCHOUQU, JIZAISHIYANWANCHENGHOUDESHUJUTONGJIJIEDUANXIANDUISHUJUJINXINGYIDINGDESHAIXUANHOUZAIKAIZHANTONGJI, DUIJULIYUGUZHIJIAOJINDESHUJUJINXINGBAOLIU, JIAOYUANDESHUJUJINXINGYIDINGDETICHU。KAIZHANZHONGYAOXINGCHOUQUKEYITIGAOJISUANDEJINGDU, BIMIANCHUXIANDAFANWEIDEBODONG。

  BENWENYINGYONGExcelJIANLIGONGCHENGXIANGMUJINGJIPINGJIADEJINGJIMOXING, YINRULEMENGTEKALUOMONIDUIGAIGONGCHENGJINGJIMOXINGJINXINGLESHIYAN, JIEHESUANLIYANJIULEGONGCHENGXIANGMUJINGJICANSHUDEGAILVFENBU。CIFANGFATONGSUYIDONG, SHIJICAOZUOJIANBIAN, JUYOULIANGHAODESHIYONGJIAZHI, ZHIDEZAIWOGUOGONGCHENGJIEDALITUIGUANG。

  參考文獻
  [1]李忠富, 楊曉冬.工程經濟學 (第二版) .科學出版社, 2016.
  [2]肖紹萍.Excel環境下蒙特卡羅模擬法應用[J].財會通訊, 2011 (19) :124-126.

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