Statistical Simulation for Stochastic Behavior of Financial Assets

摘要

Based on the research of 2011 Nobel Prize for Economics Winners,we can draw a conclusion that statistical simulation plays an important role in economic study.We start with the analysis for return on investment of common financial assets,and then,we provide an analysis for the application of random walk model in stock investment study by means of variation of typical stock price.Meanwhile,we give a preliminary study on continuous stochastic model,and finally provide simulation paths under different situations of high,medium,and low inflation,which contributes foundation for risk management.