小編導(dǎo)讀：對自學(xué)的考生來說，聽輔導(dǎo)課是必不可少的，在網(wǎng)課老師的指導(dǎo)下，學(xué)員自己去精讀鉆研，才能加深對FRM知識的理解，牢固掌握應(yīng)考知識。體驗免費課程>>
 
　　相關(guān)知識點：
　　Monte Carlo Simulation
　　Step 1: Choose a stochastic process and its parameters（e.g.,an approximation to Brownian motion）.
　　Step 2: Generate a pseudo-sequence of random variables(using a random number generator or bootstrapping), and use these as inputs to the model to simulate a price path.
　　Step 3: Calculate the asset value for this price path at the end of the investment horizon.
　　Step 4: Repeat steps 2 and 3 as many times as necessary.