Evaluación de proyectos de inversión en incertidumbre, comparando los métodos de "escenarios", Números borrosos y Monte Carlo

This paper proposes to consider fuzzy sets as a mathematical tool applicable to the specific financial management and the evaluation of investment projects under uncertainty and complexity. It starts from the conceptualization of fuzzy sets, the Monte Carlo model and its main features, once the concepts of investment projects are presented, then the fuzzy numbers are detailed, scenario analysis and finally, as proposed, and results of the paper, the application of assessment an investment project, through the method of "Net Present Value" (NPV) comparing the traditional methodology of scenarios under uncertainty with the "Fuzzy Net Present Value" and the Monte Carlo Model