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DanfferNR
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Joined: February 14th, 2002, 2:18 pm

Investigation

March 11th, 2002, 3:03 pm

Hey every one, I have to do an investigation for my Faculty of Economics about Monte Carlo Simulation, but I am free to chosee any kind of variable(s) to simulate. So do you any idea or suggest about any variable that could be simulate with MCM? Thank you.
 
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Hozie
Posts: 1
Joined: February 21st, 2002, 10:39 pm

Investigation

March 11th, 2002, 4:41 pm

How about stock prices, interest rates and foreign exchange rates for starters? Personally, I'd go for interest rates, as the time series are really easy to find...
 
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Aaron
Posts: 4
Joined: July 23rd, 2001, 3:46 pm

Investigation

March 12th, 2002, 7:47 pm

The hard problems all concern multivariate simulation. Interest rates are a good suggestion if you're looking for a hard problem.