Download as pdf
Download as pdf
You are on page 1of 48
CHUONG BON M6 hinh m6 phong Monte Carlo avororringu. Nhigu natn eng "koh nig 1 nu hy he” King ay ici ph vé gan hay in ‘yc dupe nhongkinh maid a vy gu it Si thd udm nan ny 5 Gora tg Iyedhie dy ching ai dng eg x mphng yi cich han ching vk nmi chip <4 dae nhng hie bit ma thing chic due thing qu kinh gh. ‘wing cb cm png xy dng mt cu hin tye ng, chu hin my hoy ng ‘mi phing cic tinh hudng cin phn tk theo abaag Khlacauh qu huomg ech th Kem chi ph v8 ahank ching, "Myc tig cia mé png a 90a mt moi ru ml ong 68 ce tah hg co Kh nang xy ao he 5 duge thing qu the ahi, Vig come png ih sc cn tit 8 doe ane Kd the gh vi dr: “Th nghifm mgt low the mdi én hong gv th gig. Teong tung yp ly dp Lina hae ed dine vt due ng dm phn dp mg tha ci con ng ~ La xe ong hang de ti st hach, © dyes ene th i ach mpg mi tng md gui ix phi ma. = Th nghigm tic dng cia gis ab x my baying cch no gt trong dung hi ain to. © Ay crm him nn go de si ng m8 png ihn bay ro it da, ~ Hud yn pi cdg wong mccain tye v6 mn hah 8 png 139 140 PHAN 1 Gist thigu ede m6 inh ti ww rong ng cinh cia phn th doh tong, mB ping 6 nga hye nahi dy én m8 hin oh ‘tn, Me dim ping vt hau dng ce minh inh ugg, amg ching ds Gage da ‘ren ahang Kini rt he nau. Sy Khe bit chy bn 3a guy nh Mo pong so vt wu hi ~ rong mot mi inh ti hs, bins a guy inh ec ult ugg aca md nk MS ‘in 8 cho up ope ia Bn a uy in 1a ia ty 15 hi de gi ea hsm, ~ Trang mt mb inh mi phn. cc id qu nh ey 8 lpg a vo. MO inh sinh gis ce gi tr him mye ut ge he thay i in tp ype da vio ny, ‘D8 hid hom, ching a xem xt mi vid sau dy: mt su hi ange ne v8 guy in nn pin ng shins kita (ngt vi gb yng hing) ve cud Mie ey ti heh ph tn lng vi ce dis kin ring be i psn ts tha ia in vig tone bap ng ao dng v8 Kn du9e cho Khe hing ch gu Trong m6 hinh im, ching ta pi cung cp cdc hing sb inh hg cho md int 1éKéch ch ‘han oi, pn pti ian kde atin int Kh ing cv Kg ci dg ao mg ‘ing vv. Khi md inh ge gia qyEt cing a5 eur a vlc phan eng nh sy hit ‘ip img theo yB ks cin him mye ti (dng hi pi th ign ang rng be do ch ge kha Thich Cleh ip fa niy ching i 8 quen huge ror ce chuong tbe rong hin m6 png emp iu du vio s8 ho ge keting 8 8 ud tr (5 Kc hha on, phan bh gin iden ain nm ich.) vi in tt qu i pe ‘iu (tng chi pt) ing vie Kc bin ph cng min a hic nha. Min chor tip hop Kit qui ke nau cho thby gi php dua rac equ hye Bign pg sw mong thay i hh no, ching ban ting chi pl thi ian Rich hing chi, tng nn vin Ten gt, 16 ink m6 png dong chit long cia ce gi php dave chon 8 thay in hen ki ede dO iu pig di vio thay Bi ng nbio. MO png cho php ne lpm hin tong te Wiebe ‘in bung 6 hy ra Ke ha ng hi md phn kg iin gi pip i Kino mé phing adn dye sr dyng? “Teri dang m6 bmg go 6 tra, ve br king ak Hing mun st dng mi hinh md png Ti 2 in Kings ng m6 hn wr ha kh mm Kn ny th te oe eu hn cich ‘dt nh Tht 1 ae diy mb phng due siding nh mt phoong phi ub cing ki mi ce Phuong pip pin tc Khdng pili quyét dove vin 8 Mge dma hin phn tc neds, ee dt qu chin xb ett uoe mt cich nha ching én in va th ue dg. som CHUONG 4 M6 hint mé phong Vonte Carlo 141 aie dinh cic Kt qu th, ty nbién nly ay md ping I mgt wong nhOng eng ey duge ding, ‘hurng xyén tong pn ch doh ong Tes ce minh m8 png nn ph bié hv? 1. Trice m6 hin phn eh gp phi Kho Khtn hay tr nén King Kh chiki en pi sit quyér i ton bao a ee ya phe hap DE gi quyt mt bon nh vy cn i lng ti ha de ig Vid = Che yu phe hap cia m8 hin bach ih nan sich win boo ah sy thay ina mid «in oon cu, ~ Cc yéa tb pe hop cho md Ninh tin ko ves dng hing in Kho king dud theo tht gin 2 Cie m8 hinh phn ch din bi did bo theo ih vi bin gun hay’ ong “tng ho ‘in bua” (Ai han). Tuy nie tong thé gi thy, me du quan tong lcd bo ph iu ee thy 8 th dy race qu hye hia hag At qua thy hid bi ding ea seo ong gin han 5. MG ping thé due tha ign ing rit hi se phn mém Ke nha nr te Bang dah Eve! dom ce bing tinh ans (Cyst Ball, @Rsk cho din engin na pia rin miy tinh sh Pasel, C, cho db st dung ee gin mgt mb pig cho mu dich de it SIMAN. Ney nay ccm inh mpg. thé due to ravi hay td ce myth an PChofe abe thing mang Khim hong yu chs i may ah ay ng a ade eb id tlt i va chay hong win 8 png 4 dane git ding ké, Ce m8 inh mi png ob thé ue ay kg vi i dg rng ma vig ay yg md inh phn teh ti ha tr pn tb kém hi gan vA cng se ho, Kung ca ce m8 hinh m8 ping rong ii und eb ton pc acho php thu dupe ee ‘qui kc nhau ig voi cc tah hang We nau, pn ich dupe nhang hh vi bib dg roe ain hg lim ho m6 png tinh mt ng dy hich dw che mh gn [Mo phing vi cc bién ng nite Ce m8 hin nd png thing dave siding pin ch moe qu nh rong du hfe rio, mt mo inh ma Kinng bin gmt hay id ce ya ea md hi kag Bit age ms ‘ich che chin. Vid: lug elu divs pm tong mt thing spt shay Abi ca i cb hid vy ssi io én vn do te. Tong nig tng yp nf vy, cc nt i ng ‘bt duye mgt cich chic chin dupe iu lu a ida mga mbién. Hh vi thay ean mot ida neo hie dug md bi phn phi xe st. Loa im png ny hi dune go phwwmg php ‘Monte Caro, sau ds phon phip bn xe Role, la hong pip thé dug hu he tinh tno lp én ci ska nena hay khng ch ein, 142 PHAN 1 Git thigu cde mo inh ti wa 42 TIMED LAP CAC BIEN NGAU NHEN Trong minh m® ping cia ching lc ban nit hit phi tg ace gi tu ho he bidn neko ‘sign rong phn miy tradi ht ci bn stim hiducich thi 1 he com 4d nahin tm i pi xc sult co tre, C62 li bln gd hin: 0 9 v in te. Bin 38 ng mie "96 IE ue si dining cc i tr cu thé his chin vy hes nguyen). Cle ida nes hin gare 1 ity ee i mo (n cons xe inh ee Hhi ng eb thé xy a). (em ‘thé phe 1 8 etch go fp econ xb gh nien, (Chis hit pee bin ng nhiénduge chia hin nigu mide. Mi th rn iy chs dang ing tinh shit ip cc i wi quan st duet pin piri rename, Med KE tg a trnh bay phone php tng qu de si dng dé tit ip che bin na en i it AS hn hi inte nin, Cui cng It phaong pip sr dung cic bang tinh Add-Ins ‘Thidtip cde con sb hu nbn ng bang tinh Eee ‘Tiong bing tinh Excel as dng hong pip RNG (Random number generators) tid lip che com sb nani xem tm ph he | eu sich, ‘DE al lp tee ca cho mt m6 inh cho tbe, ching tate he cn phi phn ving phan vt le con 6 nau nbn tong img cho mb gi lugs elu 6 kh ing aay ra Vi dy vé mot cch phn ving Wh nh rg bing 41 [BANG Jy Vid vd mgt cick phn yang kha thi (ERE ERE heen cree ried Bell Lange che CHONG 4 Moin md phong ionte Carlo 143 Lamy rng trong v dy dy, ce ans xslt 10% 8 ge ec consi 090 ~ 0.9959 ki vng 1 I ce cons 0,00 ~ 09999 vache con 38 ny 9 due phn Ving cho gi ugng cu ton ‘ing 13. Xée suit acho ra ons namin rong pharm vi 0,90 ~0,999 1/10 hae 10% ugg uta, Av ring diy thing phi csh phn ving ye. Ching a th phn ving aang ch 3 ho ek) King ich econ no mise ton ng i ng ay a 0% 8 — 1.1999 hoe 45 ~ 0,549, bv xe alt mt a a nhien rv Khong Sch 1% my ang to, Phong php tng gust Prag pp chiog iva gi uu ane Wi pcb i nu bin Tuy mi iam hn én quan dnc it pl in inv ht ip ek gi iy edn phi sug mg pip RNG rr. Mey min ie ms hong pp chung th dae dng 0 i pc co gk nga ita a vi ena iin We, Ching 58 tah by phaoe php nyo qua ta ‘i ie bp i nani ng him Ran) rng bing nh Excel cle ban cha a 92 i (1) kg le fp ek i gma ig dang 82 phi i a thin ri rod eit pny, Tog 68 tp ee bio ab na hie int eS ba a (1) Anan Wi pc i nd te ing dng inte cho Koln cc On |v 2) hin ph (ho Ram phn pi comultive cs gb bin de tip ny. iin ng nhien dng beg én ne ‘ia gua ugh ncn pi pnb tn i gl bin dng dng U ee i ay i 0 an git at ge ch ci gh nny MOC min ow hh lip i cy ha im bap bin dg dng in ye Ul dg fe thie cs co tay bi may mn. Hl 41 cho thy co yt nv ma nay he hé de dng i itch cin in U. Mn idm un ug wn og ng Wi con goa v4 L Vic Ki vi im mm tn dg ivi 3 eo mat ng con sb shin ong ing 025 “Tron if hnh ny HERO oh Hp ching tah ng v8 mg se etd na in ng dng en ty nin cick nye ach oh an ing oe hin secon 9 i dd dng cin min dt hd A ph ohn dnh dn con 8 030 vb 104909) Tyan rg ty 1 ching tag ph dng ehh “analog” A eh gay sh may min ny aching as dung hin RAND) oog bing tinh Excel vi cic no tc a age he git cad U cio de 1 8 con ab esa hp pin ao nd ch an rn 144 PHAN 1 Gib higu che m6 hint thw HIN | tro chet quay sé may min min ta cic bie ng nba ng dang in tye 0 075 02s 05 ‘Ham phn phd ch I~ Cumulative Distribution Function Chin kha quan tang thir ai chit tp ee bia ng hig inte chin Rm phn pi ich Iny cia bin maf nhign nly (curative dsbin fnction - CDF). Vi d,ta xem xt moe Bi ‘plu min (hay trong vid aching ta hia ugg ci), go CDF cin Di Fo) ue inh ghia nh 1 xd sult ma gi} D nbd Ham hae bing bay Fs) ~ Prob{D = x). Neue a nfo hing ta bid phin phi desu cia Dt ching tac hdd dng tim duge CDF. Thi vy, CDF ts itr quan rong ia, ae vi dy nh ou * 5 ig Vea aey_ MIM ie Fu oo cm eco ro Ching tis trinh bay eich st dung phuong phip ting quit dé tide tp cée gid tr quan sit cin bién 6 ng mhitn D. Ban 66 thé ght ring phuong php ing aust ny hil 6 ding ki cic ip cn «ug da én nn tang la pn pi xe sul, aug hr King AE dng cht no. Neu vy th ‘so ching tag std pho. php chung ny? Cia tr i chin iw yu tb Kg thu. DB vi bign ng mb Lién ye, desu dr due Bt mt gi toy thé mo ny ra 0. Do bon ig thé st dng cich tgp edn da trén nn tng pin ph de sult, The i ede bin ng nin gn te hg 6 phin phi es a thay vo hn nt 6 vm phn phi ch hp — CDF 18.2 hm due dung pip xe nh bin nau min Hn ws ‘Dd thi cia im phan phi ich oy — CDF thé hgn ru trong hinh 42. DE hid pa oon cho ek bien bing ch sé dung 8th, ee ban chon | gti w ea idm gd nh U vi ih ig trendy ls ty tung eb hi gi te ny ban 8m ing nang elt 8 thu dic CHUONG 4 MO;nian mo phing Nonte Carlo. 145 him CDF. i aim i ny bn ging as re hl asc duge gi uo chudtuong i, ‘Vi, i= 0 thi ta 8 lug eu tue gi 10 (xe hh 42). Bue 2: Boe gi tr na nin omg {ing tn tre inh “Toi suo tid inh my Iai gt dng? Tién nh ny oat deg dva rn nguyn tiene suo dupe jw ca oong cu chin xc su agg chu xy ra Vi dy, ching ta mun e6 xe suit 530% uo chu dt i 1 10th Ki thc hm CDF lag cu 10 s€ ue hip Kh it amen gta 02 vA 6 tre ere tang tong inh 42. Nhung bo vi Ut bién ng mi ‘tng dang én xe st ry chin tdi ca khong ch 0.6 ~ 0,3 = 0,3. Tuong yn cc ban ‘main o x st 20% long cl 8 8 11h i ud db hj cda ham CDF long clu 118 due ‘hit ip Ki gi ew nm gia 06 0.8 kn vy xe sud moe con sb mga nin w no 6 eo ‘to thoing eich gta 2 con sb ny 81820 vi cd Bn the minh ha tgp tye nh vy hi ‘in nh gt dng ia him CDF. thbban 9 the mic iu nue a bug 8 xy ran bing ing (6? loom ls tong dng 10 bay 11? Ci i 1 King vig gl ban phi tin um vy vi x st 8 mt con na nbn w bing ing 061 0%. MOL quy we I hing ty itr Kn, oh vy nf hing hi long elk 1. Naoi rch traimg pki {Kh dd gi tna Kangen Cage, Do vy trong reds hyp my cc ban sph ly it te hg lu 113. 146 PHAN 1 Gldtthifucée m0 hin ti wu 3 thats dy hho cho banh xe may ran” md ching vim mi rah ay tno thé ug p dung nguo Ii cho lt RS mt gi nc phn ph be thay vin ye, Vid by ‘5c bon mun ip mo inh cc i tr long elu phn phi ng dang rb ae wi ce i gg thy 8 12 ve xs xy i 1 beg nha (vy ta oi a pte nb ng dang). Quay to I cich thier ung him Rand tong bang tinh Excel He Ran) I dv cb phi phi dg dgng im tye vi hm iy cho cic con sb nau nh edn 1 vo st xy angi rj uC 6 i “ching ta th re php ng dang lg re 8 tg r ci rb phin ai dng dan roe hay kh?” Cae bn le ting S*Rand) s@ cho r= kt qu I ce con sb nau nin lie ue ti 0 én Sv xa hon na i 2 ‘S*Rand) sé co rk qual de con 6 ng ign dn ye 8 én 13 (id dn 12,998.) Nb fe ban kt hop i dng hin INT wong Excel him i wa rb nguyen) bing eich dng sng thi su INT + Rand). Bing 4.2 ch thy ci dt us in im ny st den thé nov ve cc Ad gut ca him Rand. [ESE aeteomatnadneaareieta | ss pCR aE can et qu dat due cus him Rand 0s Rina) <02 62 = Randy < ° 04 Rando <0 10 6 Rand) <08 " 08:< Rando <1.0 n ‘Téng quit: nu le bon mun go cc gi tr 8 nguyér cd pin phi ng dang vie nm pax va th ching to th cg ng thie INTO +91 + HARANDA) Sau cing ching is win by cle no nn ee i ci in gu mid ah phn (in my ng 1 bin i re) vA by wi eh 1 enh biy che hae ting quit dé tao bt jm ie gd hie én tue no, bao wh rng ign cpa ph uin theo guy lt sh ma pnp chen, CHUONG 4 Mé inh m6 phéng Monte Carlo 147 Phung php ting quit dp dyng cho phn phbl ta tye “a tid ih 2 bub thi ip ign ng nig ia so 7 due thé ign trong inh 43. Nid «cp re diy, thine ch ye 1 chin tm pn pi eh Hy i 1, F(x) = Prob W “x. Hlnh $3 cho thy hm my 6 dang ge dung inte, ng bin (khe voi CDF 6 phn Ph i ge I KNGNg 6 hog Bude ny tbo dung id die) Tién tinh bit du bing vie cic tan chon ma gi rw i ign ng mhignU v8 in wi én ue tune (vi trong inh 43 (8), Bi chu rn hi ede ban 5 duge wi wi W tong mg in tye hos Hin 43 tien ich thie thi gp mgt ign ne nbn i ye Ble. rong hye hin inh my dupe hoe ign vi su tgp cua ny nh theo 2 hme pip: phuong php ii ich hay Phuc pip 8 th hu bi 43, ie “Twitch gi abu io Xie suit Phang ppd hi ong dvong vi phos php dis, la phos phi gil phong inh uu time = FEW) = ProbiW <9) ‘Cich git bing tc hé quan stron inh 48g vi lw caw rn ue tng i cid ‘que 8 th CDF eh a gi 9 ing w tong img tn rye hoa, Voi CDF liu thi ia eh 148 PHAN 1 Gi hi ede m6 ink ti ww ‘Thigpen nbien phi phi sb me "Mok pin phi quan tong Khie I phim ph sb mathe dre dng ki kp md inh thi gan ita ciclin nip nha tong m8 inh nép hr ch (ce bin cin gi isu ‘Sint theo KF ghép a in eye dn v6 gn). Hm phn ph ch laf — CDF due eho bot Phong tink sau: Fw) = Prob W's) = \V6i Ming vi gid ung bin eta bir ng ohn sf'ma Wo dé ndu ete ban man i ‘Phuong nh sau ten Thi i php os Vk tn(i-u) I dy, tinh ban mun to me gi a aides pin phi sd md vigil tu ng bin 8 20, shia 1. Tht ip moc con s6 neu nhign ding dang ia te ing him Rand) Via con 8 8 deoe wars 2 Sau 6 cd ba ly logit nhién ci 1— 075 = 0.28 va kt qt 1.386 yn hin comb iy 6-20) v gi tr quan st dupe phn ph 3b mH (-20N-1.386) = 27,72 Mot clchngin gon, bunch cn np cng the ~-20¢LN(! ~ Rand) vo bit hy mt 8 no tong bang tinh Excel va ban eb due ci con 8 nau mign dug pin phi theo guy ut nd gi ‘rug inh 120 “Thi ip cic biéa ng abi e6 phan phi chun. Phin pi chun c6 mot vai quan ong tong m8 hing v8 tong Hh ib ie m6 hin ti chink ‘rong m6 phing ching ta thang gi dink rng eg tr in omg thang tun theo qu up phd chun. Vi dy tong mst m6 hth ni do ede ben gi inh rng ce gl omg cl ti theo guy lt phn pj chun vig tr wrung bin i 000 v8. gh chun 10, ‘Dé mi ping cd git lugng cu c6 phn phi chen vi itr trang bin li 100 vd lech ‘hun © 1 10 ed tans gm thu cing vige cia inh bing cich chon ng nig ti phn pi chu te. Ching tact suy raring nu Za me bdn mg nhin c pn pic te vi git ‘tung bin Ia O vi Ich ch Thi i ~ Zo eg 1k mt ign neni pin pi hl igi ng bin va ch chun la. Tuy nhign Kho Kn iy im CDF ein CHUONG 4 M6 Ninh ma ping Monte Carlo 149 hin pi chun tie ln phe tp ehdng Kg thé hin debi thie ih cho 2 hen {ib kin cn. May min thay ec him Ads tog Excel ch itp ching aim did ny. Vi vy ta pm ign ne big chin pi chun 6a i tung bla 1000 vi 4 eh hain 100, tong Excel ele ben chi vige st dung clog thée don gin: =NORMINV(RANDQ, 100000) Excel dag cho ra ce on 8 ng mhién tn theo uy he hn pai chun i gir rang bin 8 1000 v gh eu 100 “Tit ip cle bie pu nhidn sr dyng Add Chi eit tp oie bién na nine hope pa quyle hing ci 2 phin mém img ding Crystal Bal vi Risk: CA 2 gi phn mém ny ob cich fp cn Khe hau. Trong Ceystl Ball mBi mit 3 ‘rong bing tinh 8 tong ing wi mb kh nga nhin ma ching tx phi hai bo thing qua mena “Define Assumtion”, sau 46 Iva chon pin pi hick bop ci “Gallery” va cc thing 6 phi phi ‘hop. Tron phin mm @Risk cic ban pil np cic cing thie ht pee bin ng nbn (RNG) vio mb & a ng tn va Bi 6 nly cng tong mg v6 mdi rt bln a niga. C42 ‘in mm ny is 9 sid mtb etn King 6 in wong Excl: thir ht pin mém Ad tng 6 hia cho ching ta ic lon pha ph hie nha dé ng dung ch pa chon ding rin Poison, Bini, Lognormal .v. mi nhng tn ch ny Rng sin mc lc re i rong ‘bing toh Excel. Thc ice pin mém Add-Ins wip ng si dung dB dng the ig ee ving fp (ng 6 han ong Crystal Ball va ing ui 32.767 trong Rsk, rong kid vi hing tinh Excel don tuba cle bon st gp Kh ahd kn. Cobi cing, ed pa mlm AGIns gp dua ‘cic Kt ln dang ede bo co thbng kt hte dusi dang ci 8th ‘Cuin sich nay sp tune sii tig phin mém Add-ins wong Excel la Crystal Ball vi king vio gi thi chi it @Risk. Trong Crystal Bal kai bio thing in ec bons i dng hing {un se meno, Céch dang shang mene ly dug tah biy rong pin cub ia chung ny, sau i ban lim guon vi cich hae md png rn bing tinh Exee. Mé phon td bing tink Excel Hu htc tinh hung md phing du cbf due th ign tng us ede ing tin Exel, bt vb Ing he yu clu ih od anh hing vt qu Kh gc cor ng. Tinh bag mo phn ‘bth dane th ign vice bing nh ep (Rng cs ip dei ede phin mm ahing de ‘bt rong Excel hy Crystal Ball ay @IRih), nh ong pha hung in duo iy. Tron phn nay ching (6 enh by mtv dy v8 bosch nh nin sch vn si ang big ah Exce cho cdg vite 8 phon, 150 PHAN 1 Gidithigu cbc mo hinh ti uw 43.MO PHONG VOI BANG TINH THONG THUONG - SPREADSHEET ‘Vid hogch inh ngin sich vn: nén hay King it Kp ma ahénh im phim mai? BA Lan trang bd phi pit rién sn pdm moi cin cng ty sn xt my bay Bday cn ne «ic vin den quan dn i ehinh 8 Rt. bsg thm mt ink in phe macho ng sin ut mi tay din dong Airbus. Chi pt Khoi sy che md hah ny bay thé md} ABXXs (bao gm rong chi phi mphign cin, tit Ke xy dune nguyén md du i vs) de ube tinh Khang 150.000.0008 Mec chife may bay mi sé duge hin wi gi 3.000 0008. Chi pi eb di dune we ‘inh 15.00.0005 cho tn, ong Ki 5 chip id is oan 75% ibn doa 6 mind. ‘Chi phi kh ao cia tu i vi hi bj mi 1 102.000.0008 me nim trong sue ving cs «rin miy bay ASXXS 4. Gi cb a in hb vo cu na hi nn Ke ‘hc chin, vi vy bi Lan ue lug thin ong 1 0. Chi ps dng wn i hing Airbus 10%, ath sul th the hip doanhngigp la 34% Hw nu trén vong vé sv King ce chin i vi dyn nay chin ange i ¥0 sn pm ni Nd bab Lan v dt de mg eu vi sn phi, bon dng in an NPV ei 0.25 Ae ‘Khai bio ede ring bupe trong OptQuest 9. Tirmenu com “Selec” Bim OK ua chon “Minimize Objective” duge thé ign nh trong hin 4.30 CHUONG 4 MO tinh md phong Monte Carlo 179 HINa Khai bio hem mete tong OpiQuest fas ye tka tong Opt 10. rong cia sb “Option, ln OK dé chp nh in tenh x I me dink 1.10 ph (inh 4300) Bim OK. Bé ich hogt uu bi wong i Kign Khong ce chin “Optiizaion, ‘lick "yee, Sau 10 phi ban fc dug Kt qu ah tog hinh 41a (min fsb phép thir hay 3b ong lp mi dn wah tye ho ue trong Khong th gan 10 pt phy thie ‘io te dca con chip vx angry tn aby). une eee Khai ho him mye ia rong OptQuest 4.300 Fake ot 180 PHAN 1 Gi higu cic m6 bin t6 sw nh mye db te dat due tr Ouest 11. Bénin due x qui, vio mena Eat, Copy Excel, ng te iy s8 copy ce iw ca kde «qu nguve Invi trong bing tinh Excel es ban vi ty ding. ve bth td stn gi théng KE mi ban 8 chgn (wong vi dv iy 1a “Phung sei dan mye") ‘Troms ein 3b “Foresat, ban cing cb thé chon View, Sule 6 th quan st dye thé mt 3c hi i thdng ke tm oe mi bn 6 thd en dng (inh 31). ‘két qua phan bé. Ta nh me a ‘hw ban thy tv dy ny, OptQuest cho cv 1 tg iy hy Solver (rong mot khodng th gan 1 i hon, vi ban eth thi mic ng nh vy to OptQuest Hike vi Solve & id a? Ke qu OptQues xe a rng. Sno ki hve hign 1000 php th, pho sai bin qin i dan get rt a 6 i dat «ge kit 5 uh ing Solver rng bing nh as tue dy. Vi vay ged vi dy nly King CHUONG 4 MO inh md phing Monte Carlo 181 i sung ham duge meg tr mdi mio, hung nd he sy hou fh Ki enn v6 ching a ring ‘i phaog song dca dash mye 4 im dave I ing. Chie chin ting sb ning tah Inning mio 4 s8 cho ra kt gui Ric bgt ban ky nh ring bn tn i lily v8 “pi te mong gi" ma ching ti ea J bon tong phin 44. Vid dp dui iy s cho hy Bg ich ‘qn tone Khe ea eds cy OptQuest, ang de diém ring nly cba nd ben s Khdng thé eb duge Et ig it a ing Solver hy thr ign wig chm enh mb pag. or chon dn trong dd kg nguba vn bj gt bg (Cnt R dang xem xt a chon 8 ay ht thi cho ne i. MI dy dn cao ho phn ch dng ttn kin, nh cs win de ts an, vb kg NPV dat ze wong ne. Vi iim Be ti ¢hiah CFO cia cng ty inh adn vi gut inh mic gin sich vin chi tit cho dh nim i chi 142 wifa$.Trong kh dé tg wn dl evo et of 8 din se dn con sb 2.8 wif vt voy «fing yp a chon i op ee dd cE NPV linn so cho tng rau vn dy han db va nim trong gi ban cho phép a2 tru. DE git quyét il tan ny ching apa dung KF the. hi ew hin sb nguyen leper Osman). Theo 4 mh st duge tide Mp va Si wu ha bing céch st dung cc bin sb ra quyEt dnh log bin 8 aj phn (yes) div mBi dn a chon ‘vl didu nly cd nghh m0 inh Knog chp a gid php but vi gee lento d gid Ova 1 vio rit yn cho. Bang ih ban du dug it ip rong hinh 432 Tharket ne peer more a ee set a inning ho 182 PHAN 1 Gist niga cde mi hint t6 ou (ac bun clay solver nh rong minh 4.32: 0 E15 & him mye tiga thi da hia maximize, ce bin sb raquyt din ici 0 ES:E12, dda kign ng bute I C1S < C14 v8 ESEI2 = binary (as 9 te tin mi phn cia be bie sé ra quyt inh). Su Ki dng Solver cl bn shin doe ga hp ‘6 he dr in 1.2.3.4 vi 7 vi Bg gi i NPV max 15S ti vi tng vn duu ban db ing bing 2 wig (ih 433 v8, [HINA Ticsatnte nip thoy Solver [esse fence ES [mine] MINH | ide qa tb wu hoa bing Sober | oe gee aa Tastedne tithe or SOROS sneer CHUONG 4 MO hind 183 Diy la cich idp ein tye dia cn mB Si he nguyen wi cei tr NPV 6 due dy fain mt cch che chin. Tay bien nd ching sung vi md Nn tinh Khong chi chin due ho amg the 1 Ie thin cng ein ma dr nn ong inh 4-34 bing ede thé vao ety Te thn cng” thi kt qu oa chao i hi iy gi st thay di nu thé? Do ong m8 inh them yt king chic cn cam ey, do vy nn 1 a ng Solver ani 6 (15, Changing calls ede 0 ESE, vic mot ing ba i C15 © C14) th md inh sé cho pip mi. Vi du or trong inh 4.34 ke bn 86 It gu I cho den 12.36.78 va NPV rong ol 2.184, tng vin band 15 a. [a [MG hinh bang tinh chp dy An db ee 434 | sey hah eng : aired po "Nhung hing th dn Boa thé mo ck tren hye Ia ding rong di Kio King thie chin? Va nu cdg ty my hg sch rir hi ching ta hai wi hia Nw ning By 6 hi kh ing ti bo hay co ty hin cng hip. Hy pi chi a8 quay a vd hin ua pha ay, di dng cdg ey ua tong dig ign King chic chin OptQuest Chine a 18 kai bio sho OptQuet 1 da hi i 28 pereanile cua phn phd NPV vi 000 phép thu. Kido i mB mg kt bap 8 kh ng yr gia cc bn 98 xa guy dh (28 = 286 c4e ‘dtp ke nha) thi pn mm Crystal Bll 8 hye big mgt chon mt typ "hng inh vc gi rit nh che King 6 ha co ny. BE Khai bo cS tng 6 ca hit cho pues rng tut hop ny ce Ban te hig hu au |. ha ocho se i dah FS-FIZhingcch hg menu CellDefie Aurion ni 1b phn ph Bina yt tha ing a cho rng ng tn ye, hp. 184 PHAN 1 Gi thifu ce m6 inh ti ww Koco cl tid a gy int E212 (8m i fh i an a hg gi an tn). Da hi op co mi fh, ve 62 en 2 13 ania Duan Kimi ho ke 8 bo cn hin mg) GI, NPV vk don. occ thc tb he hp thing sh chon mens RvR rcs ng 6 a bio “maxima number ft” chon 3 ving fp dv i 1.00. Chek dn it “Samping™ va iso “Sampling meio” i "Lain Hypecbe “Reno nunber seo 1 "Use same sequence” na Sed Values 9, Bin OK iho Opt ng ch cn menu CE Tolpis “Tron ht Opes con FlsNew, con Yes 6 iw his ch in guy i ha nn in nv i Kil We “Type” he i tp petty a oc i i ring bode ha 250"De an | + 650°Du an 2 +250 an 3+ 50D mn 700% a 5+ 30FDu an 6+ 350%Du.n 7 #70%Du an 2000 a: hig ong phi rons i hae i nr be menu drop-down ea ht sketch “Mavinize Objective" Tay i Forecast Sut ti*mean” sang “perenlev y o on b2 ben ih 35. ‘Tonga Opin, on OK chp a ka ih x 9 md rong 10 9h, Ki nip ‘bosi"Ro optimization Now?” a bit a én wn i wu a tongs Kg Kg chi chin cone" Su i in i oni hth qu ky vo ing th Exe Bn chon EaivCopy o Exe vi Crystal all yng race tn sul cK th dang ‘hg Hong vi nly 8 NPY) Trg me View, a chm oi "Cuma hat np wo Be i 16 tr gi ml OQ i i” ne von inh 436 ‘Tong Feet, con View, State 6 em thing hing Ke ent hong 437. Kb Opts cho hy ng ce deco 1,2, 3, 6.7 gv a 198 a em hi 438 ip it NPV a il 2Specete 1 SS CHUONG 4 MO;inh md phong Monte Carlo 185 WiNe = X1| sp hot trong OpsQuest nh ho a bo hie mye teu 1) — ena ‘equa tm tt i thing KE NPV dt dag 186 PHAN 1 Git thi ede mo inh ti ww (Chane kh nang st dang OprQuest x dah spp Khe ce dns guy inh phi op theo ce hm chon iro, thigu hd khang NPV xu nt i chug ea ce dn gen chon, [Nw ee a thy, diy la mt cing ey man cho pp ching ta tw ha tog di ki King hie chin v eho ra duge hong dr nti hi hn NPV trong ng hop xu nh

You might also like