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Problemas de valoración en proyectos de explotación de minas bajo incertidumbre

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Clavijo Penagos, Yesid Esteban
Abstract (Spanish)
Las compañías del sector minero se enfrentan con el problema de la planificación del proyecto de extracción de mineral y la valoración de dicho proyecto. El problema conlleva la existencia de diversas fuentes de incertidumbre como, por ejemplo, la incertidumbre en el precio del mineral, la proporción del mineral en el material extraído (Ore-Grade) y la cantidad de roca que se podrá extraer. Una metodologíıa para abordar el problema se basa en su formulación en términos de problema de opciones reales, lo que tiene su paralelismo en la valoración de derivados financieros. El presente trabajo se enmarca en esta metodología.
Abstract (English)
Mining companies are faced to the problem of how to value extraction projects, subject to both price and grade uncertainty, as well as to the remaining ore quantity. In this work we study a PDE approach to the problem, which is derived from the contingent claims approach, a standard method in quantitative finance.
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Advisors/Directors

Vázquez Cendón, Carlos
Extent
42 pa´ginas
URI: https://repositorio.escuelaing.edu.co/handle/001/1684
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AC - GIMATH: Grupo de investigación en Matemáticas de la Escuela Colombiana de Ingeniería
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