* Dan Minette ([EMAIL PROTECTED]) wrote: > With the price and speed of computers, one can do a one day run of > billions of cases of fairly complex multivariable models and obtain > results. One can find subtle combinations that aren't intuitively > obvious this way.
i agree completely. I also like Monte Carlo analysis. You might enjoy the book "Fooled by Randomness" by Nassim Nicholas Taleb. He is an options trader who does a lot of Monte Carlo analysis in his work. _FBR_ is a popular account and does not get into the details of his techniques. Anyway, at least some finance guys are doing Monte Carlo. http://www.fooledbyrandomness.com/ -- Erik Reuter http://www.erikreuter.net/ _______________________________________________ http://www.mccmedia.com/mailman/listinfo/brin-l
