j*********1
发帖数: 2 | 1 Is there any things that I should consider to improve a financial model? and
how to test if a model is a good one? | y****e
发帖数: 28 | 2
and
First, we have to know what the financial model is used for. If it's used
for pricing a derivative. At the least, you can use the historical data to
check how your model is different from the market price. You can do more to
simulate more data using bootstrap, Monte Carlo, etc to check how robust is
sensitive to assumptions.
【在 j*********1 的大作中提到】
: Is there any things that I should consider to improve a financial model? and
: how to test if a model is a good one?
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