モンテカルロ法とは？
モンテカルロ法 A quantitative simulation technique using repeated random sampling to estimate the probability distribution of outcomes in financial modeling, risk analysis, and option pricing.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “モンテカルロ法” Used in Practice?
モンテカルロ法は金融分野でポートフォリオのVaR評価や複雑なオプション価格シナリオのモデリングによく使われる。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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モンテカルロ法とは？
A quantitative simulation technique using repeated random sampling to estimate the probability distribution of outcomes in financial modeling, risk analysis, and option pricing.
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