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There are a number of different ways to accomplish your goal. One would involve modelling each financial time series and then connecting these marginal distributions using a copula. Monte Carlo is then a matter of simulating the marginals and the copula. In using your Cholesky matrix, you are implicitly using an elliptical distribution (think of Gaussian ...


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First, if you are using python for this, I would recommend that you take a look at pandas in general and the pandas data reader package If data reliability is a concern, I recommend that you self-verify by randomly selecting dates and assets, pulling data from multiple sources (like say yahoo, google, and Quandl) and checking them against each other and ...


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The dividend yield can be computed from the forward prices. However, in practice (e.g., in Bloomberg), the realized dividend yield is computed as the sum of the dividend payments from the whole past year divided by the current equity (stock or index) price, while the implied dividend yield is computed as the sum of the forecast dividend payments, over the ...



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