Monte Carlo code for scenario generation
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Hello. I need help with a typical code for scenario generation using monte carlo?
Thank you
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Shashank Prasanna
il 5 Nov 2013
You need to be able to draw random samples from a specified distribution.
Notice that there are several things unspecified in that sentence: how many samples, what distributions, was the distribution fit to real data?
These are the questions you may need to answer for yourself before we provide with specific answers. As a start go through some examples in the documentation to get an idea of of you can go about doing it:
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