Stochastic simulation of probability distributions
2016-08-23
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Many in financial problems due to the absence of analytical mathematical equations or probability density functions, and taking into account the vagaries of the market risk that uncertainty about the future are everywhere. Measurement of risk is one of the main methods of stochastic simulation, such as option pricing, value-at-risk calculations, and so on. This chapter introduces the probability distribution, random number generation, random sequence generation yields and prices and so on.
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