SIMULATION OF FOREIGN EXCHANGE RATES IN THE FOREX MARKET AND SIMULATION OF RISK SIMULATION USING THE MONTE-CARLO METHOD

UDC 339.743

Authors

A.V. SERGEEV

Abstract

At present, on electronic computers, simulation seems to be one of the most powerful tools for researching, in particular, dynamic complex systems. Along with every computer simulation, simulation allows you to carry out computational experiments with barely designed systems, as well as to study systems, laboratory experiments with which, because of their high cost or safety reasons, do not make sense. Along with this, due to its similarity in form to physical modeling, this research method is available to a wide range of users.

Keywords

simulation modeling, Monte Carlo, Forex, exchange rates, methods, models.