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MONTE-CARLO FORECASTING OF LIQUIDITY UNDER UNCERTAINTY
oleh: P. Timoshenko
| Format: | Article |
|---|---|
| Diterbitkan: | Publishing House of the State University of Management 2016-02-01 |
Deskripsi
Liquidity planning or forecasting is a complex, complicated by uncertainty and a large number of unknown parameters task. Economical agents solve this problem using various methods and processes to manage liquidity. The article describes a liquidity forecasting process, use of financial modelling, and a method to forecast company’s liquidity via Monte-Carlo modelling.