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Decisiones bajo riesgo e incertidumbre

Author

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  • Ignacio Velez-Pareja

Abstract

Este es material de curso del libro Decisiones Empresariales bajo Riesgo e Incertidumbre. El nivel del libro es basico. Se usan muy pocas matematicas y puede ser usado por gerentes. Este capitulo 12 estudia el problema de la toma de decisiones bajo riesgo e incertidumbre. Se presentan las ideas basicas del analisis de sensibilidad para una y varias variables, teoria de juegos, arboles de decision, teoria de la utilidad cardinal y simulacion de Montecarlo. Se incluyen algunos temas nuevos tales como el Proceso jerarquico analitico, y el Proceso analitico de redes, metodos desarrollados por el profesor Thomas Saaty y se brinda una muy breve introduccion a las opciones financieras y reales.

Suggested Citation

  • Ignacio Velez-Pareja, 2009. "Decisiones bajo riesgo e incertidumbre," Proyecciones Financieras y Valoración 5692, Master Consultores.
    • Handle: RePEc:col:000463:005692
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    File URL: http://ssrn.com/abstract=882886
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    More about this item

    Keywords

    Uncertainty; risk analysis; montecarlo simulation; analytical hierarchy process; sensitivity analysis; real options;
    All these keywords.

    JEL classification:

    • G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies

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