• So first, I choose a volatility randomly, from some distribution of possible volatilities 2 from to, in this case, 0.2.

    来决定的一个,所以首先我先随机选择一个浮动,从可能的浮动中的分布进行选择,在这个例子中就是0。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • And then I could also do a Gaussian one here, with the mean of and the standard deviation of volatility divided by 2.

    然后我在这里再写一个高斯分布的函数,它的浮动的平均和,标准偏差都除了2。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • This refers to random variables that have fat-tailed distributions-- random variables that occasionally give you really big outcomes.

    这就表示,服从长尾分布的随机变量,这些数据出现极端的概率比较大

    耶鲁公开课 - 金融市场课程节选

  • With a different volatility for the stocks because that was also selected randomly, plus some market bias.

    或者均匀分布的一个随机,因为数选择上的随机性,再加上市场偏好。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • That's different when you have continuous values-- you don't have P because it's always zero.

    和离散型随机变量的分布不同的是,连续型随机变量的分布中,某一点的概率始终是零

    耶鲁公开课 - 金融市场课程节选

  • Or it could be uniform, where every value was equally probable.

    还有均匀分布,每个都有相同的可能性。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • To actually apply this it helps to go to something called the normal approximation to the binomial, because it's kind of difficult to compute this formula.

    在实际应用这些公式的时候,需要运用二项分布的正态近似定理,因为二项分布公式的很难计算

    耶鲁公开课 - 金融市场课程节选

  • And then I'll create this function, d1 this distribution d 1, which will, whenever I call it, give me a random, a uniformly selected value between minus and plus volatility.

    然后我会创建这个函数,这个概率分布,每次我调用这个函数的时候,他会给我返回一个随机的,按照均匀分布,从正负浮动之间选择的

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • I'll draw something from the distribution, so this is interesting, distribution I'm now calling self dot distribution, and remember this will be different for each stock.

    我会从分布中读取一个,这就是有趣的部分,我现在会调用self。,请记住每只股票都是不一样的。

    麻省理工公开课 - 计算机科学及编程导论课程节选

  • Then, if n = 100--now I'm going to label this x differently, I'm now going to show the normal bell-shaped curve and I'm going to do this from 0 to .4.

    如果n=100,现在我得重新标x,我现在要画正态分布的钟形曲线了,在这儿用0到0.4

    耶鲁公开课 - 金融市场课程节选

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