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Does anybody know how to (without using add-ins or other softwares) assign the best statistical distribution to a set of data that is given to you (ex rentabilities)?... My idea was generating auxiliary columns with the distribution: example: a uniform with the parameters correponding to the...

Hello.. I am taking a VaR Seminar and have been asked to do a VaR Montecarlo in Excel. So as part of the process i get historical data and get a best fit to assign a distribution. After that I need to generate random scenarios. The thing is, my teacher told me the scenarios need to follow a...

Hi, I am an economics major in a university in Peru. My program is intensive on econometrics and we have the possibility of taking advanced optimization classes. A professor of mine who is an alumni did a specialization in financial engineering in harvard (i think it has been discontinued), and...