阿同學(xué)
2023-05-15 11:25所以這個(gè)D選項(xiàng)到底對(duì)不對(duì)？
所屬：FRM Part I > Valuation and Risk Models 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
Lucia助教
2023-05-15 15:56
該回答已被題主采納
同學(xué)你好 ，這個(gè)D不完全正確，以這個(gè)回答為準(zhǔn)：
A Monte Carlo simulation does not necessarily require a full statistical model with assumptions about the distribution of shocks. Instead, it is a computational technique that uses random sampling to simulate various outcomes of a given system or process.
In a Monte Carlo simulation, you define the inputs, their ranges, and any relationships between them. Then, random values within those ranges are generated, and the system or process is simulated using those values. The simulation is repeated many times to generate a distribution of possible outcomes.
While it is common to incorporate statistical models and assumptions in Monte Carlo simulations, such as assuming a normal distribution for the inputs or using regression models to represent relationships, these are not strict requirements. Monte Carlo simulations can be performed without making specific assumptions about the distribution of shocks or using a full statistical model.
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