一同学2018-10-18 10:40:33
All of the following are steps used in applying a Monte Carlo simulation model for valuing a mortgage-backed security (MBS) EXCEPT: A input potential interest rate paths. B stipulate the number of paths the analyst is willing accept. C use the Treasury yield curve for rates. D use an assumed level of interest volatility. 老师您好!为什么决定模拟次数不是蒙特卡罗模拟的步骤?最终得到的结果是价格的一个分布,那么模拟1000次还是10000次来得到最终的统计应该是很重要的,为什么他不是步骤之一?
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金程教育吴老师2018-10-18 18:11:22
学员你好。你所说的是是走多少条路径,答案B所说是走一条路要走多少个台阶。
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