Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company
Thesis (S.B.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2005.
| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | eng |
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Massachusetts Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1721.1/32896 |
| _version_ | 1811088180597751808 |
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| author | Gibbons, Meghan (Meghan Leigh) |
| author2 | Stewart C. Myers. |
| author_facet | Stewart C. Myers. Gibbons, Meghan (Meghan Leigh) |
| author_sort | Gibbons, Meghan (Meghan Leigh) |
| collection | MIT |
| description | Thesis (S.B.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2005. |
| first_indexed | 2024-09-23T13:57:32Z |
| format | Thesis |
| id | mit-1721.1/32896 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T13:57:32Z |
| publishDate | 2006 |
| publisher | Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/328962019-04-10T11:13:50Z Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company Gibbons, Meghan (Meghan Leigh) Stewart C. Myers. Massachusetts Institute of Technology. Dept. of Mechanical Engineering. Massachusetts Institute of Technology. Dept. of Mechanical Engineering. Mechanical Engineering. Thesis (S.B.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2005. Includes bibliographical references (p. 54). The purpose of this thesis is to analyze the specific project value of a chemical company that undertook a major expansion in the late 1990s. The actual details of the investment were unique and conditional on the level of cumulative internal rate of return for the project. This thesis evaluates the project value and the terms of the project financing using Monte Carlo simulation, which is able to take into account the path-dependent nature of the cash flow model. The results of this research are of interest to investors facing similar financing terms or similar investment opportunities in the future. by Meghan Gibbons. S.B. 2006-05-15T20:37:41Z 2006-05-15T20:37:41Z 2005 2005 Thesis http://hdl.handle.net/1721.1/32896 62620995 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 54 p. 2469173 bytes 2470164 bytes application/pdf application/pdf application/pdf Massachusetts Institute of Technology |
| spellingShingle | Mechanical Engineering. Gibbons, Meghan (Meghan Leigh) Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company |
| title | Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company |
| title_full | Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company |
| title_fullStr | Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company |
| title_full_unstemmed | Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company |
| title_short | Valuing project financing using Monte Carlo simulation, with application to the expansion of a chemical company |
| title_sort | valuing project financing using monte carlo simulation with application to the expansion of a chemical company |
| topic | Mechanical Engineering. |
| url | http://hdl.handle.net/1721.1/32896 |
| work_keys_str_mv | AT gibbonsmeghanmeghanleigh valuingprojectfinancingusingmontecarlosimulationwithapplicationtotheexpansionofachemicalcompany |