Empirical Distribution and Monte Carlo Simulation in Excel

0

I have some detailed question about the possibility to use a Monte Carlo (MC) simulation with NumXL.

I have a series of historical returns of a stock index, and I want to define an empirical "distribution" using those returns to run my Monte Carlo simulation.

  1. Is this possible? (the general question is: is it possible to define my own distribution based on historical stock returns?)
  2. How can I do this?

Commentaires

0 commentaire

Vous devez vous connecter pour laisser un commentaire.

Ce n’est pas ce que vous cherchez ?

Nouvelle publication