RISK ANALYSIS OF INVESTMENT A NEW FACTORY WITH MONTE CARLO SIMULATION
I Ketut Gunarta
ITS Surabaya
Indonesia
ITS Surabaya
Indonesia
Abstract
A case study of an investment in developing a new factory was conducted
one of critical factors which are concern in foreign investment evaluation,
exchange rate of US$ to IDR (Rupiah). The exchange rate’s fluctuation
effect on the financial engineering project and also the firm performance,
investment was funded by export debt. The exchange rate risk was
Carlo simulation model.
Key Words: Risk, Monte Carlo Simulation, Financial Indicators.
one of critical factors which are concern in foreign investment evaluation,
exchange rate of US$ to IDR (Rupiah). The exchange rate’s fluctuation
effect on the financial engineering project and also the firm performance,
investment was funded by export debt. The exchange rate risk was
Carlo simulation model.
Key Words: Risk, Monte Carlo Simulation, Financial Indicators.
