NO.PZ201712110200000208
问题如下:
Which of the statements regarding Monte Carlo simulation is correct?
选项:
A. Only Statement 4 is correct.
B. Only Statement 5 is correct.
C. Both Statement 4 and Statement 5 are correct.
解释:
A is correct.
Increasing the number of paths using the Monte Carlo method does increase the estimate’s statistical accuracy. It does not, however, provide a value that is closer to the bond’s true fundamental value.
答案做对了,但我想的和老师对于前面同学提问的回答也不太一样。我认为,不断调试是让模型计算的结果和市场价格更接近,而不是和true fundamental value更接近,请问我理解的对吗?