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Investigation
Posted: March 11th, 2002, 3:03 pm
by DanfferNR
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.
Investigation
Posted: March 11th, 2002, 4:41 pm
by Hozie
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...
Investigation
Posted: March 12th, 2002, 7:47 pm
by Aaron
The hard problems all concern multivariate simulation. Interest rates are a good suggestion if you're looking for a hard problem.