题目
A Monte Carlo simulation can be used to:
选项
A.directly provide precise valuations of call options.
B.simulate a process from historical records of returns.
C.test the sensitivity of a model to changes in assumptions.
答案
C
解析
： C is correct. A characteristic feature of Monte Carlo simulation is the generation of a large number of random samples from a specified probability distribution or distributions to represent the role of risk in the system. ： C正确。 蒙特卡罗模拟的一个特征是从一个指定的概率分布或分布中产生大量的随机样本来代表风险在系统中的作用。