Simulationmethodisanimportant-toolinfinancialriskmanagement.Itcansimulatefinancialvariableoreconomicwriableanddealwithnon-linearornon-nominalissue.Thispaperanalyzestheusageof"MonteCarlo"approachincommercialbankriskmanagement.
系统科学与信息学报:英文版
2004年4期