NO.PZ2018062016000097
问题如下:
In which situation, the Monte Carlo simulation should not be applied?
选项:
A.answer the "what-if" questions
B.analyze the complex instrument
C.use past data to generate a distribution of possible security values
解释:
C is correct. The Monte Carlo simulation will assume a parameter distribution and randomly generate values, the past data is used in historical simulation.
看不懂题系列,能看出来是二项分布,但是最后的问题看不出来,怎么知道求不是p,而是1-p