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VaR

于 2021-04-15 发布 文件大小:161KB
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  用蒙特卡洛模拟来迭代1000次以后,计算10天后的VaR,特色就是对里面的方差和均值进行差分。里面有详细步骤和方法。(Using monte carlo simulation to iteration after 1000 times, calculate the VaR after 10 days,the characteristic of model is that calculating the the variance and mean 不by difference.There are detailed steps and methods)

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