re : suggestion : implementing var based on non - normal log - returns simulations
everybody ,
we were talking for a while about using non - normal distributions in the
monte - carlo simulations in our var model .
i put together some suggestion regarding this . the text is under
o : \ _ dropbox \ tanya \ non _ normal _ logs . doc
look through this 3 page document , and let me know what you think , please .
tanya
re : suggestion : implementing var based on non - normal log - returns
simulations
everybody ,
we were talking for a while about using non - normal distributions in the
monte - carlo simulations in our var model .
i put together some suggestion regarding this . the text is under
o : \ _ dropbox \ tanya \ non _ normal _ logs . doc
look through this 3 page document , and let me know what you think , please .
tanya