Write a VBA program which reproduces the lognormal frequency distribution for an arbitrary number of runs. That
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 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.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: