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bn:16997888n
Noun Concept
Categories: Monte Carlo methods in finance, Financial risk modeling
EN
historical simulation
EN
Historical simulation in finance's value at risk analysis is a procedure for predicting the value at risk by 'simulating' or constructing the cumulative distribution function of assets returns over time. Wikipedia
English:
finance
Definitions
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Sources
EN
Historical simulation in finance's value at risk analysis is a procedure for predicting the value at risk by 'simulating' or constructing the cumulative distribution function of assets returns over time. Wikipedia
Time series analysis Wikipedia Disambiguation
IS A
backtesting
Wikipedia
EN
historical simulation (finance)
Wikidata
EN
Historical simulation

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