NO.PZ202110140100000505
问题如下：
Based on the statistical study performed by GWP, which of the following represents a suggested course of action if GWP were to conduct Monte Carlo simulation analyses on the factor strategies?
选项：
A.Inverse transformation B.Bootstrapping C.Sensitivity analysis解释：
C is correct.
Performing sensitivity analysis represents best practice given these
characteristics, because the user could test different probability distributions
that relax the assumptions of the normal distribution, for example.
A is incorrect. Inverse transformation is a method of random observation generation, often used in simulation.
B is incorrect. Bootstrapping refers to random sampling with replacement, often used in historical simulation.
他不是再问说如果要用MCS，肯定会做什么步骤吗？那答案不就是Random number generator发射随机变量找到利率变动路径？和sensitivity analysis有什么关系？sensitivity analysis不是用来提供Non-normal distribution情形下的MCD吗？这题和背景都没说MCD的缺陷啊
