Monte Carlo Simulation

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Lidmetc, Kristina

• May 15, 2018 13:11

Dear Sir or Madam,

I have some questions in regard to financial module of GoldSim software. I am writing my Master thesis and in my practical part I am going to run Monte Carlo simulation in order to predict future Credit Default Swaps prices (its not necessary to go into details what does CDS mean, the main thing is, that it is a kind of prices which are constantly fluctuating like stocks) of Deutsche Bank based on the historical data.

 

The input data which I have:

 

• Current CDS prices of Deutsche Bank (during the last year)
• Elements influencing CDSs prices: profit, earnings per share, credit rating of the bank

As I understood I need to use Financial Module of GoldSim software.

 

The questions which I have:

 

1)  if it possible to run such simulation and which module of the software should I use. How can I import my input data to run simulation in the most accurate way. 

 

2) I have no financial examples in my GoldSim Examples folder, where can I download them ? In particular I am searching for this kind of example https://www.goldsim.com/Help/index.html#!Modules/4/examplesimulatingastockportfolio.htm

 

Thank you and have a good day !

Kind regards,

Kristina Lidmets

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• 

  Rick Kossik

  • May 15, 2018 16:18

  To use historical time series, you would need to use a Time Series element. 

  You may or may not need to use the Financial Module. I strongly suggest you take our online course to learn the software: 

  You can find that example by opening GoldSim and selecting File | Open Example.

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