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The Repository contains the monte carlo study of the random trend method, i.e. it distinguishes between different ways to calculate the random trend. It is further the third assignment of the class 'Methods: Numerical Simulation' in Tilburg.

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Third Assignment

Monte-Carlo-Study-Random-Trend-Method

The Repository contains the monte carlo study of the random trend method, i.e. it distinguishes between different ways to calculate the random trend. It is further the third assignment of the class 'Methods: Numerical Simulation' in Tilburg. Both stata and python are used within the notebook.

The notebook can be found here.

The assignment was done by:

Carlos Gonzales (536572)

Daniel Dimitrov (275140)

Jakob Schwerter (110583)

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The Repository contains the monte carlo study of the random trend method, i.e. it distinguishes between different ways to calculate the random trend. It is further the third assignment of the class 'Methods: Numerical Simulation' in Tilburg.

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