ANÁLISIS DE RIESGO Y SIMULACIÓN DE MONTE CARLO EN LA VALORACIÓN DE PROYECTOS¿ APLICACIÓN EN LA INDUSTRIA DE LOS HIDROCARBUROS

Abstract

This paper presents a methodology to develop an efficient financial assessment through risk analysis that integrates technical and financial variables using influence diagrams and Monte Carlo Simulation, achieving not only simplify the simulation model, but also a selection appropriate variables that impact the project. This methodology is exemplified through its application in the evaluation of an enhanced oil recovery project in Colombian oil field, highlighting the oil industry as a prime example of a project evaluation under uncertainty, taken in account their high investment and high number of technical and financial variables that affect it.

Keywords

• Financial Assessment
• Uncertainty
• Risk Analysis
• Monte Carlo Simulation
• Waterflooding