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- 蒙特卡洛模拟,用于商业统计用途,可以再已算好均值和均方差的情况下使用-Monte Carlo simulation
VaR
- 用蒙特卡洛模拟来迭代1000次以后,计算10天后的VaR,特色就是对里面的方差和均值进行差分。里面有详细步骤和方法。-Using monte carlo simulation to iteration after 1000 times, calculate the VaR after 10 days,the characteristic of model is that calculating the the variance and mean 不by difference.There are