escenarios - Exercises on meassuring the risk in cash flows...

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Evaluación de Proyectos Riesgo en la Evaluación de Proyectos Heladería Escenario Prob F/C (1) p x FC t [FC t - E(x)] 1 0.2 50 Err:522 Err:522 Err:522 2 0.3 70 21 Err:522 Err:522 3 0.5 90 45 Err:522 Err:522 E(FC1) = Err:522 Var (FC1) = 76 DE (FC1) = Escenario Prob F/C (2) p x FC t [FC t - E(x)] 1 0.4 60 24 -18 324 2 0.3 80 24 2 4 3 0.3 100 30 22 484 E(FC2) = 78 Var (FC2) = DE (FC2) = Valor Esperado del VPN: 0 1 2 E(F/C) = (100) Err:522 78 tasa dcto = 0.1 VP Err:522 64.46 E(VPN) = Err:522 Se asume INDEPENDENCIA entre los F/C del Proyecto: Desv Estánd Varianza Valor Pres 2 Err:522 Err:522 Err:522 4 16.61 276 188.51 Err:522 DE (VPN) = Err:522 CV = z = [VPN - E(VPN)] / DE (VPN) Prob Z = Err:522 Prob VPN < Err:522 [FC t - E(x)] 2 [FC t - E(x)] 2
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FC independientes ( ρ =0) FC perfectamente correlacionados ( =1)
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Chocolate Escenario Prob F/C (1) p x FC t [FC t - E(x)] Err:522 1 0.1 50 5 -27 Err:522 2 0.2 60 12 -17 Err:522 3 0.3 80 24 3 Err:522 4 0.4 90 36 13 Err:522 E(FC1) =
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escenarios - Exercises on meassuring the risk in cash flows...

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