Panda Project


  panda(2016-11-28 05:12:21, Hit : 360, Vote : 68
 [동영상] CVAR, Sharpe, MC Simulation

VAR CVaR https://www.youtube.com/watch?v=2QJykxUNb6I
CML Sharpe ratio  https://www.youtube.com/watch?v=6HXoxzZwbCA
Monte carlo simulation: Brownian motion   https://www.youtube.com/watch?v=kJu537_2DuM

엑셀 GBM 시트 http://investexcel.net/geometric-brownian-motion-excel/

몬테카를로 시뮬레이션 데이터-표




[참고] 노트북 전원관리
[자료] CDF PDF

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