Monte Carlo Simulation vs. Historical Simulation скачать в хорошем качестве

Monte Carlo Simulation vs. Historical Simulation

Historical simulation methods step on historical data in order to predict the future values of an unknown variable. The underline assumption is that past historical data is the best predictor for the distribution of the unknown factors describing the variable. So, for example, under the historical simulation method. if option prices are described by interest rates and market volatility, the best way to estimate these two parameters would be to consider how interest rates and market volatility behaved historically. 👇🏻Follow us on YouTube ✅   / @365financialanalysttutorials   👇🏻Connect with us on our social media platforms: ✅Website: https://bit.ly/2TQLf4O ✅Facebook:   / 365financialanalyst   ✅Twitter:   / 365finanalyst   ✅LinkedIn:   / 365financialanalyst   ✅Instagram:   / 365financialanalyst   ✅Pinterest:   / 365financialanalyst   👇🏻Prepare yourself for a career in finance with our comprehensive program👇🏻 https://bit.ly/387c7Gl Get in touch about the training at: team@365financialanalyst.com Comment, like, share, and subscribe! We will be happy to hear from you and will get back to you! #MonteCarloSimulationVsHistoricalSimulation #MonteCarloSimulation #Monte #Carlo #Simulation #HistoricalSimulation #Historical #Simulation