SYSTEM AND METHOD OF MARKET VALUATION FOR RESOURCE EXTRACTION COMPANIES USING MONTE CARLO SIMULATION

摘要

In general, in one aspect, the invention relates to a method for determining an exploration portfolio value. The method includes receiving a request for the exploration portfolio value targeting an exploration portfolio, where the request comprises exploration site data, obtaining a fiscal regime estimation for the exploration site data, and obtaining a capital expenditure estimation for the exploration site data. The method further includes adjusting the exploration site data using the fiscal regime estimation and the capital expenditure estimation to obtain adjusted exploration site data, generating a probability distribution by executing, using a computer processor, a Monte Carlo simulation on the adjusted exploration site data, and determining the exploration portfolio value from the probability distribution.