Sensitivity Analysis and Financial Decisions

Authors

DOI:

https://doi.org/10.32870/myn.vi47.7683

Keywords:

AAnalysis and Financial Decisions

Abstract

The sensitivity analysis illustrates the variation of the value or result of a model in response to changes in some of its key variables, keeping the value of the other variables constant. The sensitivity analysis is carried out considering one variable at a time and always assuming that there is independence between the different variables that influence or determine the value in the model.

References

BANXICO. (2022). Sistema de Información Económica. Mexico: Banco de México. Link: http://www.inegi.org.mx/sistemas/bie/

Cacuci, D. (1981). Teoría de la sensibilidad para sistemas no lineales. Enfoque de análisis funcional no lineal, Journal of Mathematical Physics, 22, 2794-2802.

Helton, J. (1993). Uncertainty and Sensitivity Analysis Techniques for Use in Performance Assessment for Radioactive Waste Disposal, Reliability Engineering and System Safety, 42, 327-367.

Iman, R. & Hora, S. (1990). A Robust Measure of Uncertainty Importance for Use in Fault Tree System Analysis, Risk Analysis, 10(3), 401-406. https://doi.org/10.1111/j.1539-6924.1990.tb00523.x

INEGI. (2022). Banco de Información Económica. Mexico: Instituto Nacional de Geografía y Estadística. Link: http://www.inegi.org.mx/sistemas/bie/

Oblow, E., Pin, F. & Wright, R. (1986), Sensitivity Analysis Using Computer Calculus: A Nuclear Waste Isolation Application, Nuclear Science and Engineering, 94, 46-56.

Saltelli, A., Tarantola, S. & Chan K. (1999). A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model, Technometrics, 41(1). 39-56.

Downloads

Published

2022-09-12

How to Cite

Gaytán Cortés, J. (2022). Sensitivity Analysis and Financial Decisions. Mercados Y Negocios, (47), 107–118. https://doi.org/10.32870/myn.vi47.7683

Issue

No. 47 (23): Mercados y Negocios (September- December, 2022)

Section

Economic and Financial Index

License

Copyright (c) 2022 Juan Gaytán Cortés

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

Mercados y Negocios by Department of Mercadotecnia y Negocios Internacionales. University of Guadalajara is licensed under a License Creative Commons Attribution-NonCommercial 4.0 International.


The author retains the copyright.

Most read articles by the same author(s)

> >>