中文说明:在金融中很多问题由于没有解析的数学方程或概率密度函数,再考虑到市场行情的变化莫测,风险即未来的不确定性无处不在。度量风险的主要方法之一便是随机模拟,例如期权定价、风险价值的计算等等。本章主要介绍概率分布、随机数生成、随机收益率与价格序列的生成等。
English Description:
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.