小編導讀:對自學的考生來說,聽輔導課是必不可少的,在網(wǎng)課老師的指導下,學員自己去精讀鉆研,才能加深對FRM知識的理解,牢固掌握應考知識。體驗免費課程>>
 
  相關知識點:
  Monte Carlo Simulation
  Step 1: Choose a stochastic process and its parameters(e.g.,an approximation to Brownian motion).
  Step 2: Generate a pseudo-sequence of random variables(using a random number generator or bootstrapping), and use these as inputs to the model to simulate a price path.
  Step 3: Calculate the asset value for this price path at the end of the investment horizon.
  Step 4: Repeat steps 2 and 3 as many times as necessary.