Quantitative Methods · Decision & Optimization

La Simulación de Monte Carlo

Simulación de análisis de riesgo probabilístico para un proyecto hidroeléctrico en Honduras. Los participantes definen distribuciones de probabilidad, ejecutan 10,000 iteraciones Monte Carlo, interpretan resultados de sensibilidad y diseñan estrategias de mitigación de riesgo.

4 rounds Executive English, Español
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Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 4 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Minimum
  • Mode (Most Likely)
  • Maximum
  • PPA Honored ($95)
  • Partial Default ($85)
  • Full Default ($65)
  • Number of Iterations
  • VaR Confidence Level
  • Which variable has the greatest impact on NPV?
  • Rainfall Risk ($M)

What participants track

What participants follow on screen as the rounds go by:

  • Probability Distribution Parameters
  • Capacity Factor (%) — Triangular Distribution
  • Capex ($M) — Triangular Distribution
  • Tariff Scenarios — Discrete Probabilities (%)
  • Simulation Configuration
  • Sensitivity Analysis and Risk Prioritization
  • Allocate Mitigation Budget ($10M available)
  • Mitigation Strategy Selection

Subjects covered

Designed for courses in Decision & Optimization.

  • Scenario Planning & Strategic Foresight
  • Risk Management
  • Insurance & Underwriting

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