Monte Carlo simulation in risk assessment in mathematical generation of long data

Abstract

The report will address the main problem in risk measurement, namely the lack of a sufficiently long series of data for the various variables, so that the trend of their development can be formed with negligible error. A model will be made through a mathematical calculation in order to derive a long enough series with statistics reflecting the correlation between the individual variable indices and the standard deviation (volatility) to be able to obtain results with greater accuracy.