求助大家一个比较白痴的问题，希望有人帮忙解答下~！

不好意思  各位大侠真多

xppeking 发表于 2012-1-30 13:06
百度，mba，维基百科一下，人大坛子里搜索一下也很多的。
大概了解一下，任何一本金融教材里面都有。有兴 ...

谢谢 啊  问过之后我就百度 只了解了大概！！

kankan......

cufezero 发表于 2012-1-30 14:07
LZ说的两种方法第一种方法，根据历史序列进行拟合，每支股票的走势差异可能会很大，效果不好，此外，国外的 ...

是的，谢谢！
你说的那个式子，可以进行积分吗？

不可以积分，因为每单步模拟都需要产生随机数，之所以通过蒙特卡洛模拟就是为了通过模拟次数的增加，减少模拟结果的误差（误差与模拟次数的平方根成近似反比关系）

看了大侠们的解释，高深！

lk1966mail 发表于 2012-1-29 06:52
我的解答：如果假设是维纳过程，那么就是说股价是不可预测的。因为维纳过程是说过去的价格和未来没关系。未 ...

so, what's the difference between the discrete time stochastic process and the continuous time stochastic process. and how to predict the stock price (or the return rate) by these two stochastic process?

99rabbit 发表于 2012-1-30 04:53
对股价的预测可以做到大致性的预估，但无法准确推算。

so, what's the difference between the discrete time stochastic process and the continuous time stochastic process. and how to predict the stock price (or the return rate) by these two stochastic process?

wzncumt 发表于 2012-1-30 09:25
只能用朴素辩证法来分析

so, what's the difference between the discrete time stochastic process and the continuous time stochastic process. and how to predict the stock price (or the return rate) by these two stochastic process?

liquidation 发表于 2012-1-30 13:17
就算是有效市场，也是不排除小概率事件的。。。

so, what's the difference between the discrete time stochastic process and the continuous time stochastic process. and how to predict the stock price (or the return rate) by these two stochastic process?