Question: Write a VBA program which reproduces the lognormal frequency distribution for an arbitrary number of runs. That is, this program should Produce N normal
Write a VBA program which reproduces the lognormal frequency distribution for an arbitrary number of runs. That is, this program should
• Produce N normal random deviates.
• For each deviate produce a lognormal price relative exp [μΔt + σZ√Δt].
• Classify each price relative into a set of bins running from 0, 0.1, … , 3.
• Put the frequencies on the spreadsheet and produce a frequency graph such as the one in section 26.5.
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Sub LognormalDistribution Dim N As Integer Dim i As Intege... View full answer
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