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Monte Carlo Method

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To explain Monte Carlo simulation method, I’ll give a quick introduction/motivation of monte-carlo method, then I’ll walk through an example. I will give details the technical concepts as per need, i.e. I won’t just list down definitions/explanations all at once and then use them in an example.


 

Lognormal Distribution for Stock Price Returns

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A lognormal distribution is used as the standard model stock price returns in financial economics. In this article we will go in the depth to why this is so.

Statistical Distributions

Before talking about stock price return as lognormal distribution, I want to give a quick overview of normal and lognormal distributions.

Note: this is not a complete tutorial on normal and lognormal distributions but I do talk about the properties that are important for the purpose of this article.


 

AHP (Analytical Hierarchy Process)

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Analytical Hierarchy Process (AHP) is a process that helps us pick up one of the options of a list of choices. Each choice has a few parameters attached to it and we can set the weights of each parameter and have AHP pick the best choice from the list of choices. I will show this in the following example.


Analytical Hierarchy Process for College Selection


 
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