Project economics analysis tool

摘要

The present invention is applicable in the field of corporate finance, corporate capital investments, economics, math, risk analysis, simulation, decision analysis, and business statistics, and relates to the modeling and valuation of investment decisions under uncertainty and risk within all companies, allowing these firms to properly identify, assess, quantify, value, diversify, and hedge their corporate capital investment decisions and their associated risks.

主权项

1. A computer-implemented system comprising:
a project economics analysis tool (PEAT) module comprising physical memory storing instructions that cause the PEAT module to: provide a user, via said PEAT module, a user interface for integrated risk management and evaluating options; present said user with a plurality of integrated risk management methodologies comprising Monte Carlo risk simulation, strategic real options, stochastic and predictive forecasting, business analytics, business statistics, business intelligence, decision analysis, and portfolio optimization, wherein said integrated risk management methodologies are applied to project and portfolio economics and financial analysis, wherein said financial analysis comprises analysis of one or more options, wherein said PEAT module comprises three rows of functions, the first row comprising a plurality of user selectable functions, including:
discounted cash flow, applied analytics, risk simulation, options strategies, options valuations, forecast prediction, portfolio optimization, and knowledge center, the second row comprising functions for selecting one or more different options or a portfolio of options for analysis, and the third row comprising sub-functions associated with said first row of functions and said one or more options, wherein said discounted cash flow function receives inputted assumption data, including start and end years, a discount rate, and a marginal tax rate, and calculates discounted cash flow for said one or more options based on said inputted assumption data, wherein said applied analytics function is configured to run a tornado analysis and a scenario analysis on said one or more options, wherein the risk simulation function is configured to allow a user to set up and run Monte Carlo risk simulations on said one or more options based on said inputted assumption data, wherein said risk simulation function comprises a dynamic sensitivity analysis sub-function, wherein said dynamic sensitivity analysis ranks the input variables according to their relationship with a selected output of said risk simulation, wherein the options strategies function is configured to allow a user to draw their own custom strategic maps, wherein each map can have multiple option outcome pathways, wherein the options valuation function is configured to calculate options valuations for said one or more options, wherein the portfolio optimization function is configured to determine the best combination of said one or more options for said portfolio of options.