prikaz prve stranice dokumenta Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije
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master's thesis
Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije
Rijeka: University of Rijeka, Faculty of Maritime Studies, Rijeka, 2018. urn:nbn:hr:187:809302
Kosović, Edi
University of Rijeka
Faculty of Maritime Studies
Department of Marine Electronics and Communications

Institutional repository: Repository of the University of Rijeka, Faculty of Maritime Studies - FMSRI Repository

Cite this document

Kosović, E. (2018). Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije (Master's thesis). Rijeka: University of Rijeka, Faculty of Maritime Studies. Retrieved from https://urn.nsk.hr/urn:nbn:hr:187:809302

Kosović, Edi. "Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije." Master's thesis, University of Rijeka, Faculty of Maritime Studies, 2018. https://urn.nsk.hr/urn:nbn:hr:187:809302

Kosović, Edi. "Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije." Master's thesis, University of Rijeka, Faculty of Maritime Studies, 2018. https://urn.nsk.hr/urn:nbn:hr:187:809302

Kosović, E. (2018). 'Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije', Master's thesis, University of Rijeka, Faculty of Maritime Studies, accessed 29 November 2024, https://urn.nsk.hr/urn:nbn:hr:187:809302

Kosović E. Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije [Master's thesis]. Rijeka: University of Rijeka, Faculty of Maritime Studies; 2018 [cited 2024 November 29] Available at: https://urn.nsk.hr/urn:nbn:hr:187:809302

E. Kosović, "Analiza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije", Master's thesis, University of Rijeka, Faculty of Maritime Studies, Rijeka, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:187:809302

Metadata
TitleAnaliza rizika pomoću Monte Carlo simulacije na primjeru procjene prihoda naftne komapnije
Title (english)RISK ANALYSIS WITH MONTE CARLO SIMULATION USING REVENUE ASSESSMENT OF AN OIL COMPANY AS AN EXAMPLE
AuthorEdi Kosović
MentorMarko Valčić (mentor)
Committee memberJasmin Ćelić (predsjednik povjerenstva)
Committee memberAleksandar Cuculić (član povjerenstva)
GranterUniversity of Rijeka
Faculty of Maritime Studies
(Department of Marine Electronics and Communications)
Rijeka
Defense date and country2018-11-07, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Traffic and Transport Technology
Abstract
Zbog složenosti suvremenih tehnologija i sve većeg naglaska na očuvanje resursa, pojavila se potreba za simuliranjem stvarnih modela. Pojava računala je u tome učinila revoluciju te danas gotovo da i ne postoji područje u kojem se stvarni model prvo ne predstavlja simuliranim. To donosi goleme uštede u materijalu, kapitalu i vremenu. Naftna industrija samo je jedna od grana kojoj podršku pri odlučivanju pružaju simulacije. Služe za procjene naftnih rezervi, njihovo opadanje, priljev kapitala te analizu rizika koji te aktivnosti prati. Jedna od takvih simulacija je Monte Carlo simulacija, što je tema ovog rada. Budući da su fizikalne varijable većinom stohastičke prirode, tu promjenjivost i nesigurnost potrebno je uračunati u model, što je upravo ono čemu Monte Carlo simulacija služi. U radu će se, na temelju dostupnih podataka, u programu MATLAB provesti takva simulacija s ciljem procjene višegodišnjeg financijskog dobitka jedne naftne kompanije.
Abstract (english)
Due to complexity of modern technologies and ever-growing urge for resource preservation, there's an occurring need for simulation of real models. The appearance of computers made a real impact there to the point that there's almost no field today in which a real model is not initially presented by a simulated one. That brings enormous material, capital and time savings. Oil industry is one of the industries which incorporates simulations into their decision making. They are used for estimating oil reserves, their decline, cash flow and analysis of risks that follow these actions. One of such simulations is Monte Carlo simulation which is a main topic of this thesis. Since physical variables are generally stochastic, that uncertainty and variability have to be included in the model, which is exactly what Monte Carlo is used for. In this thesis, such simulation will be presented in MATLAB based on available data, taking financial gain assessment of an oil company for example.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:187:809302
Study programmeTitle: Marine Electronic Engineering and Information Technology
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra inženjer/inženjerka elektroničke i informatičke tehnologije (magistar/magistra inženjer/inženjerka elektroničke i informatičke tehnologije)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2019-03-01 07:30:44