Desenvolvimento e aplicação de uma ferramenta computacional de apoio à decisão em análise de investimentos sob condições de risco – uma automação do método de Monte Carlo

Abstract

The constant changings on the management systems in several organizations have been placing their managers into confront with fast decisions taken needs, to assure its remaining on the market which they act, mainly, considering that they are permanently involved in risk situation. The present work has the purpose to develop and apply a computational tool that serves as support at the decision taken process in analysis of risk situation investments. The work begins with a biographical review on finance literature at first, about the decision taken in analysis of investments, highlighting the major projects evaluation methods and further, about the characterization and risk quantification. Among the main methods for investment analysis under risk condition, the research highlights the “Monte Carlo Method”. Such method of simulation presents as an important tool of research and panning which have been used even more due to the computers constant improvements, with its great calculus speed, the power of storing data and capacity to take logic decisions. After the theoretic study, we try to highlight how the dissertation contributes to society developing a support tool to automate and simplifying the process of decision taken at the investments projects evaluation under risk conditions. The software being developed, it is done an application, with the UML enterprise data, comparing its performance with “Excel”. In cases such this, the software validation considers, besides the answer reliability, the interaction feasibility with the user, including elements that stimulate the correct interpretation of the results. Finally, are presented the conclusions and the suggestions for future works on this area.