Možnosti využití metody Monte Carlo při tvorbě stochastických ekonomických modelů

Abstract

The article describes using of exact methods and mathematical models at present economics. The results of the research focused on the usage of the exact methods both in the EU countries and in the Czech Republic are presented and the differenl results of the research are explained. The authors consider exact methods to be a tool how to gain a competitive advantage in the market. The example of using Monte Carlo simulation method for stochastic processes modeling is used to demonstrate this method to be relatiuely simple to utilize, especially if suitable computer software is available. A new university course named "Realization of numerical methods using computers" is also presented as an example of integrating these methods into educational programs at ecorwmic faculties.