不确定性条件下的矿业投资风险分析与模拟采矿工程专业论文.docxVIP

硕十学能论文 硕十学能论文 摘要 摘要 论文对矿业资本市场的认识和分析的基础上，结合传统研究方法的理论， 吸收现代金融工程理论的最新研究成果，研究了投资风险分析的理论和方法， 建立矿业投资决策风险分析模型，同时运用实例对上述方法进行了研究和捡 验。 论文对矿产资源的属性、价值和矿业投资环境进行了系统的分析。论述 了矿产资源价值成因，分析了矿产资源价值理论。指出矿产品价格的波动具 有一定的随机性，建立了短期波动预测维纳模型，长期运行过程可用均值回 归过程分析模拟。研究矿产品价格的波动率和回弹速度，分析矿产品的短期 价格和长期均衡价格波动规律。考虑不确定性，采用均值回归预测模型模拟 矿产品价格波动。应用蒙特卡洛模拟方法、实物期权方法、模糊数学分析法 分析收益额。从风险管理的理论体系和范畴，深入研究矿业工程建设项目风 险特点。介绍了矿业工程项目投资风险识别与估计方法，结合投资风险因素 识别方法及原则，研究风险因素随机信息的采集与处理。。提出了对投资风险 的分散与控制模拟方法及对策。 论文最后通过投资项目实例，对矿业投资方案比较，采用了模拟分析方 案比较的方法。通过计算和模拟，对矿业投资项目风险评价模型进行了验证。 论文研究方法和手段新颖，为进行矿业项目投资风险管理提供了一定的参考 价值。 关键词：不确定性，矿业投资，风险，模拟 硕+学位论文ABSTRACT 硕+学位论文 ABSTRACT Based on understanding and analyzing the mineral industry capital market，this dissertation combines the theories of the tradition research method and absorb the latest research result on the modem financial engineering theories．the theories and method of the risk analysis on investment is studied to build up the decision risk analysis model of mineral industry investment，meanwhile examples are carded on to research and examine the above．mentioned method． The thesis systemically analyzes investment environment，the attribute and value of mineral resources，which discusses value cause and theories of mineral resources，and points out that the mineral price rebound is reasonably random．The wiener mo．del of short-term forecast rebound is developed，as to a long period model developed by regression process analysis simulation，and then rebound ratio and velocity are studied to analyze the value rebound rule in short-term and long-term．Considering indetermination,mean regression forecast model is adopted to simulate redound of mineral product price．In view of risk management system info and category,income sum is analyzed by Monte carlo simulation，real option approach and Fuzzy Mathematical Analysis to further research the characters of mineral construct project．Identifying and evaluation approaches are introduced to study the collection and conduction on random information of risk fact