d错在那里呢?实验次数越多误差越小?问题如下图:
选项:
A.
B.
C.
D.
解释:
NO.PZ2016062402000034问题如下 Whione of the following statements about Monte Carlo simulation is false? Monte Carlo simulation cusewith a lognormstribution. Monte Carlo simulation cgenerate stributions for portfolios thcontain only linepositions. One awbaof Monte Carlo simulation is thit is computationally very intensive. Assuming the unrlying process is normal, the stanrerror resulting from Monte Carlo simulation is inversely relateto the square root of the number of trials. MC simulations account for options. The first step is to simulate the process of the risk factor. The seconstep prices the option, whiproperly accounts for nonlinearity. a和矛盾吗,正太分布的区别
NO.PZ2016062402000034 Monte Carlo simulation cgenerate stributions for portfolios thcontain only linepositions. One awbaof Monte Carlo simulation is thit is computationally very intensive. Assuming the unrlying process is normal, the stanrerror resulting from Monte Carlo simulation is inversely relateto the square root of the number of trials. MC simulations account for options. The first step is to simulate the process of the risk factor. The seconstep prices the option, whiproperly accounts for nonlinearity. 1)A正确是因为蒙特卡洛模拟基于假设,所以input可以是任何分布,自然lognormstribution也可以; 2)B不正确是因为模拟出的路径可以是任何形态的; 3)那老师,请问几何布朗运动的那个公式是不是也可以服从任何分布啊?
NO.PZ2016062402000034 Whione of the following statements about Monte Carlo simulation is false? Monte Carlo simulation cusewith a lognormstribution. Monte Carlo simulation cgenerate stributions for portfolios thcontain only linepositions. One awbaof Monte Carlo simulation is thit is computationally very intensive. Assuming the unrlying process is normal, the stanrerror resulting from Monte Carlo simulation is inversely relateto the square root of the number of trials. MC simulations account for options. The first step is to simulate the process of the risk factor. The seconstep prices the option, whiproperly accounts for nonlinearity. intensive不是很好吗?这样的话能够得出更多的数据,更加精准,我的个人理解; 同时B也不是很懂,是因为only linear所以不对吗? 谢谢老师的解答~
NO.PZ2016062402000034 Whione of the following statements about Monte Carlo simulation is false? Monte Carlo simulation cusewith a lognormstribution. Monte Carlo simulation cgenerate stributions for portfolios thcontain only linepositions. One awbaof Monte Carlo simulation is thit is computationally very intensive. Assuming the unrlying process is normal, the stanrerror resulting from Monte Carlo simulation is inversely relateto the square root of the number of trials. MC simulations account for options. The first step is to simulate the process of the risk factor. The seconstep prices the option, whiproperly accounts for nonlinearity. 请问老师,B是错的可以选出,但是么理解呢?
Whione of the following statements about Monte Carlo simulation is false? Monte Carlo simulation cusewith a lognormstribution. Monte Carlo simulation cgenerate stributions for portfolios thcontain only linepositions. One awbaof Monte Carlo simulation is thit is computationally very intensive. Assuming the unrlying process is normal, the stanrerror resulting from Monte Carlo simulation is inversely relateto the square root of the number of trials. MC simulations account for options. The first step is to simulate the process of the risk factor. The seconstep prices the option, whiproperly accounts for nonlinearity. 能翻译一下,为什么正确的呢