Conditional Value At Risk Calculator
Value At Risk Value at risk or VaR is a statistical measure of the amount of funds a investment, portfolio, or a company might expect to lose over a specified time… Read more »
Tag: Monte Carlo Simulation
Simple Revenue Model Simulation
Build a Revenue Model through Simulation Revenue prediction and forecasts are typically done to be too right. They create a false sense of precision that ultimately falls short and does… Read more »
Simulating Call Option Variance Reduction
A common shortcoming of standard Monte Carlo Simulation is the required computing resources and time. MC simulation typically has an error variance of σ2/n.To achieve a desired accuracy in a crude MC… Read more »