Рефераты. Оценка рисков инвестиционных проектов

Приложение 2


Массив случайных чисел для расчета денежного потока по методу Монте-Карло

Вариант

2005

2006

2007

1 кв

2 кв

3 кв

4 кв

1 кв

2 кв

3 кв

4 кв

1 кв

2 кв

3 кв

4 кв

1

0%

-8,46%

7,43%

0,21%

-3,47%

8,90%

8,88%

-9,28%

-7,02%

9,21%

9,60%

-2,83%

2

0%

-2,91%

9,57%

-2,84%

-0,16%

2,35%

-9,64%

-2,27%

-1,57%

3,44%

1,71%

6,09%

3

0%

7,48%

-3,11%

1,21%

7,43%

-6,77%

-5,44%

0,64%

4,94%

2,90%

-9,46%

6,52%

4

0%

-3,65%

6,02%

-8,16%

2,68%

-7,51%

-4,05%

-3,10%

5,51%

0,00%

9,12%

1,05%

5

0%

-1,25%

-3,06%

0,32%

2,54%

9,64%

-7,23%

0,79%

5,00%

5,92%

-1,52%

-5,35%

6

0%

-0,26%

-3,67%

9,69%

-4,72%

-2,23%

-4,44%

-6,05%

-1,99%

1,22%

-6,59%

3,82%

7

0%

-7,77%

4,22%

-7,85%

3,34%

6,29%

5,35%

7,23%

-1,38%

1,50%

-0,96%

7,43%

8

0%

-5,99%

-3,36%

0,55%

-0,32%

9,05%

2,69%

2,20%

7,00%

-3,27%

-5,42%

-2,77%

9

0%

6,93%

2,89%

0,35%

-6,97%

-4,23%

-1,61%

0,88%

-6,15%

-8,77%

0,37%

6,31%

10

0%

-9,60%

-9,41%

-1,52%

-2,61%

-9,44%

1,04%

4,51%

1,67%

2,46%

-1,72%

-6,66%

11

0%

-7,56%

-1,35%

9,13%

1,70%

-8,91%

7,17%

7,83%

5,53%

8,25%

7,51%

-1,46%

12

0%

4,42%

7,82%

-5,16%

5,61%

1,78%

-7,05%

-5,47%

9,09%

-2,81%

6,79%

4,70%

13

0%

5,10%

6,06%

-8,21%

0,77%

3,82%

7,93%

-1,02%

0,64%

-7,45%

9,47%

4,54%

14

0%

-9,84%

-9,15%

8,74%

5,96%

7,02%

3,14%

-2,82%

-8,55%

-4,30%

1,73%

8,74%

15

0%

7,51%

0,21%

6,82%

-7,22%

9,15%

-0,65%

-9,56%

-3,28%

-2,02%

2,77%

1,56%

16

0%

8,00%

0,01%

0,39%

4,77%

6,28%

-1,67%

-1,52%

-6,87%

5,81%

6,04%

-6,28%

17

0%

-8,34%

5,21%

-7,35%

-7,21%

9,69%

-5,27%

9,59%

-7,26%

7,37%

2,54%

1,61%

18

0%

-8,19%

-3,76%

-4,39%

-5,40%

9,41%

2,22%

3,18%

-7,54%

-3,91%

4,67%

-6,79%

19

0%

7,67%

-1,86%

-9,35%

5,56%

0,18%

5,12%

-8,02%

2,91%

-3,22%

-2,09%

-9,07%

20

0%

-7,29%

4,72%

7,47%

6,04%

5,64%

9,38%

-0,48%

6,47%

0,94%

6,00%

5,75%

21

0%

-0,79%

4,87%

1,27%

4,01%

0,67%

-3,96%

-1,06%

2,83%

0,46%

-6,29%

5,30%

22

0%

3,31%

-6,72%

7,49%

0,61%

2,73%

-7,52%

-2,09%

5,11%

2,94%

2,84%

-9,17%

23

0%

2,59%

-7,38%

4,22%

5,85%

6,59%

-6,63%

-4,07%

-7,93%

0,37%

-1,66%

-8,26%

24

0%

-2,32%

-0,58%

7,60%

1,24%

6,37%

8,13%

9,50%

9,78%

-5,71%

-2,43%

6,89%

25

0%

5,15%

5,21%

-8,45%

3,72%

-8,51%

3,47%

6,22%

-3,03%

2,40%

-6,38%

2,42%

26

0%

-2,72%

5,08%

-6,19%

9,43%

2,93%

-5,10%

7,00%

4,77%

-2,43%

-8,26%

6,18%

27

0%

-4,87%

3,42%

2,48%

-3,26%

-3,52%

4,34%

8,93%

8,35%

4,34%

6,99%

-9,92%

28

0%

-1,11%

1,50%

-8,68%

-9,96%

2,40%

-7,63%

2,92%

-1,51%

-7,71%

-8,82%

-5,63%

29

0%

-9,49%

4,13%

-2,96%

-1,45%

0,02%

-2,25%

2,62%

-4,37%

-9,98%

9,33%

-6,89%

30

0%

-9,73%

0,01%

-9,39%

-1,03%

8,89%

-7,32%

3,98%

-8,57%

-4,54%

-3,18%

-9,17%

31

0%

-0,51%

-4,29%

9,56%

-0,94%

-7,32%

2,89%

5,97%

-1,33%

1,41%

7,05%

-4,11%

32

0%

7,91%

-2,12%

-8,02%

-1,71%

0,80%

-9,93%

3,75%

-3,04%

-7,52%

-2,10%

-3,90%

33

0%

1,89%

0,87%

9,49%

3,38%

7,82%

-5,41%

4,60%

3,21%

6,62%

1,18%

-3,21%

34

0%

-0,69%

-9,32%

-3,72%

9,36%

6,39%

2,46%

-8,82%

0,27%

2,57%

-0,42%

-4,39%

35

0%

8,32%

0,13%

6,50%

-2,23%

3,27%

0,14%

5,75%

-2,06%

-7,28%

3,24%

-5,65%

36

0%

-6,11%

8,99%

5,97%

8,86%

-3,65%

6,00%

-9,06%

5,54%

-7,35%

-0,53%

-5,24%

37

0%

-5,52%

-6,78%

-2,02%

9,45%

0,28%

-7,42%

-0,37%

-5,31%

8,65%

5,10%

-9,10%

38

0%

9,80%

0,72%

3,36%

4,54%

-3,16%

1,25%

0,03%

2,31%

-0,47%

-7,85%

2,24%

 

39

0%

-4,42%

0,60%

8,61%

-1,59%

-3,26%

1,72%

-2,58%

4,18%

3,99%

9,79%

7,80%

 

40

0%

0,90%

0,32%

-8,52%

-5,40%

-4,72%

9,47%

2,49%

-3,66%

-2,90%

-5,34%

-3,80%

 

41

0%

-8,39%

8,45%

6,09%

-4,11%

-6,04%

-2,47%

-8,23%

5,59%

-8,88%

0,03%

-9,51%

 

42

0%

-2,34%

-4,47%

0,93%

5,14%

3,32%

-5,55%

1,40%

2,42%

-4,90%

9,51%

5,77%

 

43

0%

-0,21%

8,33%

2,18%

4,05%

-7,49%

-1,13%

-9,61%

-1,87%

4,18%

-7,37%

-5,02%

 

44

0%

-5,81%

2,19%

0,87%

7,64%

0,49%

-2,83%

-7,91%

9,38%

2,71%

-4,64%

0,43%

 

45

0%

2,76%

-8,23%

-3,83%

6,81%

-8,24%

-0,65%

-8,68%

0,30%

5,89%

7,21%

2,58%

 

46

0%

-8,28%

6,39%

-5,50%

-7,21%

-9,26%

-6,92%

2,21%

0,03%

1,28%

1,72%

9,55%

 

47

0%

-4,01%

-0,19%

-0,15%

5,51%

3,42%

-1,95%

-9,35%

-8,80%

6,67%

5,92%

-2,32%

 

48

0%

8,30%

0,28%

-2,13%

2,40%

-4,49%

7,10%

3,28%

-6,40%

1,46%

7,55%

-0,10%

 

49

0%

3,54%

7,72%

-4,70%

-3,77%

-2,21%

7,02%

-7,47%

-1,05%

2,72%

-0,37%

-4,41%

 

Вариант

2005

2006

2007

 

1 кв

2 кв

3 кв

4 кв

1 кв

2 кв

3 кв

4 кв

1 кв

2 кв

3 кв

4 кв

 

50

0%

-8,64%

-2,18%

5,52%

8,95%

-3,42%

-8,20%

0,18%

-2,57%

-0,79%

4,19%

-6,93%

 

51

0%

-5,99%

-8,04%

-8,62%

0,49%

2,41%

-0,29%

3,80%

3,49%

-6,62%

-9,06%

-1,39%

 

52

0%

4,97%

8,58%

-7,46%

-4,14%

9,45%

-5,30%

-4,52%

-3,14%

-2,38%

-6,31%

-7,71%

 

53

0%

-0,71%

9,41%

6,04%

-5,77%

8,89%

-1,62%

8,35%

-7,73%

-5,41%

-5,74%

2,19%

 

54

0%

7,53%

-6,20%

7,97%

4,80%

6,35%

-0,16%

-4,05%

-1,91%

-4,80%

4,55%

-0,51%

 

55

0%

8,18%

8,36%

-0,69%

-8,53%

5,44%

-3,33%

9,19%

1,20%

1,86%

7,06%

0,92%

 

56

0%

5,16%

4,77%

-4,00%

8,55%

-8,96%

-5,86%

-8,12%

-6,03%

-4,65%

-3,01%

0,93%

 

57

0%

-1,58%

-7,21%

7,77%

7,23%

8,88%

0,16%

-3,45%

-2,40%

1,26%

-1,68%

-6,18%

 

58

0%

-5,15%

-1,29%

5,79%

3,21%

4,30%

3,32%

1,34%

5,99%

-5,32%

-4,32%

1,43%

 

59

0%

5,90%

-7,32%

5,23%

1,68%

-9,15%

-9,43%

-4,13%

1,53%

8,81%

9,84%

-0,87%

 

60

0%

-5,50%

-5,32%

5,70%

8,45%

-4,32%

5,25%

-0,03%

4,75%

-6,00%

-2,44%

6,40%

 

61

0%

-2,84%

-4,39%

3,27%

2,22%

9,54%

4,93%

9,04%

7,11%

2,51%

-5,90%

-1,23%

 

62

0%

4,34%

-7,05%

0,73%

0,32%

-1,95%

-8,84%

-2,83%

7,13%

-4,84%

5,74%

-7,62%

 

63

0%

8,01%

8,43%

1,88%

6,02%

-3,17%

-6,74%

-6,00%

-8,25%

-7,67%

-1,84%

4,75%

 

64

0%

5,75%

-1,39%

2,99%

5,73%

7,98%

-0,31%

-1,57%

3,37%

-3,57%

-9,36%

-0,22%

 

65

0%

-0,25%

-0,01%

-0,71%

-7,80%

-7,60%

-7,55%

-0,57%

-8,94%

6,23%

5,76%

0,59%

 

66

0%

-3,21%

8,01%

-4,43%

6,05%

-9,85%

-2,26%

8,40%

0,99%

-4,32%

1,02%

-0,36%

 

67

0%

4,81%

7,09%

6,89%

7,73%

3,14%

-0,46%

-5,71%

-7,31%

-3,79%

-9,27%

8,73%

 

68

0%

-3,39%

-6,18%

6,79%

9,00%

-7,18%

-3,44%

6,50%

3,65%

-6,41%

3,05%

-4,59%

 

69

0%

-6,41%

-9,89%

-2,70%

-1,49%

-1,29%

2,30%

-2,07%

-2,03%

5,57%

2,58%

-5,90%

 

70

0%

-7,78%

-7,40%

-5,12%

6,12%

8,67%

4,74%

-7,17%

-4,02%

8,30%

-6,28%

-7,36%

 

71

0%

1,34%

0,84%

-2,05%

2,43%

-8,33%

6,18%

7,72%

9,19%

-4,34%

-8,74%

-2,13%

 

72

0%

-4,46%

-9,26%

7,40%

1,79%

-7,30%

-9,82%

6,27%

0,25%

-5,35%

-0,55%

4,53%

 

73

0%

0,70%

2,87%

8,16%

-1,20%

6,86%

9,51%

-9,24%

9,56%

-0,74%

-5,51%

9,89%

 

74

0%

-6,72%

-3,93%

4,03%

4,96%

9,94%

-5,45%

5,88%

-1,37%

2,75%

-3,52%

8,79%

 

75

0%

-5,87%

-9,74%

-1,25%

2,78%

7,65%

-4,70%

-1,25%

4,62%

8,41%

-4,27%

2,25%

 

76

0%

-9,22%

9,82%

-6,32%

-6,89%

-8,33%

-7,75%

-7,84%

3,61%

-9,48%

7,97%

7,01%

 

77

0%

1,42%

6,44%

6,71%

-9,72%

1,00%

-9,08%

5,38%

-9,08%

2,56%

-7,49%

-1,91%

 

78

0%

4,86%

-8,05%

-3,76%

-9,44%

7,96%

6,94%

-9,67%

-3,03%

-2,01%

3,70%

1,34%

 

79

0%

-9,63%

4,45%

-2,59%

-9,27%

2,44%

-0,07%

0,09%

-9,97%

-9,80%

5,17%

4,42%

 

80

0%

-1,24%

-9,27%

-8,98%

3,34%

2,16%

-2,65%

-2,22%

6,22%

5,19%

-4,17%

-1,13%

 

81

0%

5,74%

3,80%

-9,58%

-3,86%

-4,27%

9,10%

-1,26%

-3,11%

1,91%

2,93%

-0,51%

 

82

0%

6,57%

5,19%

4,57%

6,48%

-0,49%

2,79%

-0,43%

-4,22%

-7,56%

-9,76%

0,13%

 

83

0%

-4,06%

6,20%

-8,34%

3,97%

-0,29%

9,63%

4,82%

1,00%

-8,63%

7,19%

-5,18%

 

84

0%

-1,47%

-7,01%

-7,10%

7,78%

-7,67%

7,55%

-4,18%

5,85%

9,75%

-6,43%

0,76%

 

85

0%

7,33%

-5,65%

-8,11%

0,11%

-2,69%

-8,01%

6,72%

2,19%

-8,33%

-5,38%

0,97%

 

86

0%

-9,79%

8,54%

2,98%

0,33%

-7,61%

1,74%

-0,73%

4,99%

-9,57%

2,78%

-6,21%

 

87

0%

2,18%

-9,24%

-8,50%

-9,46%

-5,15%

-0,02%

-6,73%

-8,38%

-7,54%

-6,04%

-5,73%

 

88

0%

9,98%

-6,20%

5,70%

1,83%

3,25%

2,76%

-1,90%

-7,52%

1,89%

2,72%

2,43%

 

89

0%

7,73%

9,31%

-8,10%

8,90%

-3,24%

0,56%

-5,82%

3,99%

-3,75%

-4,06%

-1,55%

 

90

0%

2,74%

1,29%

-5,90%

-5,19%

-0,17%

-7,97%

8,45%

4,19%

7,35%

4,01%

4,72%

 

91

0%

0,09%

0,04%

-8,14%

-1,56%

4,94%

0,88%

9,51%

-5,46%

5,74%

7,92%

6,99%

 

92

0%

-1,17%

7,62%

9,48%

-1,64%

-8,35%

5,84%

4,39%

2,85%

-3,69%

-9,41%

-6,72%

 

93

0%

9,19%

3,56%

7,89%

-0,19%

-5,69%

7,90%

6,14%

4,53%

-7,15%

-4,04%

7,20%

 

94

0%

-1,37%

5,77%

0,89%

-7,47%

-7,14%

5,75%

-1,43%

-9,15%

-7,58%

-0,22%

-4,71%

 

95

0%

6,76%

-3,51%

7,53%

-4,90%

8,60%

-0,21%

7,45%

-4,76%

7,71%

-4,16%

-5,24%

 

96

0%

-3,91%

-2,49%

-7,20%

6,86%

-6,75%

-3,30%

1,99%

1,54%

7,46%

1,61%

-6,89%

 

97

0%

5,54%

-1,00%

-0,50%

7,97%

-0,99%

4,05%

-8,01%

-1,30%

-8,37%

-9,94%

-5,70%

 

98

0%

8,73%

6,86%

6,75%

-4,10%

3,79%

-1,94%

-1,60%

9,24%

8,45%

-4,28%

6,39%

 

99

0%

-3,70%

6,83%

-4,02%

6,87%

3,47%

0,26%

2,05%

-7,33%

-9,49%

-6,30%

-6,20%

 

100

0%

4,94%

-4,35%

-7,50%

6,14%

-4,60%

7,44%

-2,06%

6,42%

8,44%

-6,20%

9,83%

 

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