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

This preview shows pages 1–6. Sign up to view the full content.

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

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
FC independientes ( ρ =0) FC perfectamente correlacionados ( =1)
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) =

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

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

This preview shows document pages 1 - 6. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online