NO.PZ2018062016000097
问题如下:
In which situation, the Monte Carlo simulation should not be applied?
选项:
A.
answer the "what-if" questions
B.
analyze the complex instrument
C.
use past data to generate a distribution of possible security values
解释:
C is correct. The Monte Carlo simulation will assume a parameter distribution and randomly generate values, the past data is used in historical simulation.
不是很明白这道题。。。