モンテカルロシミュレーシヨンとシナリオ分析を組み合わせた油田リスクの定量評価
2000 年 65 巻 2 号 p. 168-181
詳細
2000 年 65 巻 2 号 p. 168-181
To quantify and visualize oil field uncertainties, a PC-based valuation tool has been implemented. The tool logic is a combined Monte Carlo simulation and scenario tree analysis model. It aims to incorporate all the identified key risks to analyze.
Uncertainties of discrete nature will be modeled as branches of a scenario tree, while other uncertainties of continuous nature will be handled within Monte Carlo simulations and connected to end nodes of the tree. To valuate an asset for acquisition, the tool can visualize its value as differences between company cash flow model with that asset and without. Improvement of its user interface and the logic is in progress.
