Is there a module on SPSS to do Monte Carlo Simulations in order to calculate Value at Risk for a portfolio?

11 November 2018 1 7K Report

Calculating VaR for a Portfolio via Monte Carlo Simulation Method.

As long as loop procedure is possible, then Monte Carlo simulations can be done. One-button-Solution might not exist for general case, since there are possibly too many options and possibilities how to do the simulation. So work from scratch is unavoidable, regardless what software you want to use.

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