Write a program (either in VBA or R) that reproduces the lognormal frequency distribution for an arbitrary

Question:

Write a program (either in VBA or R) that reproduces the lognormal frequency distribution for an arbitrary number of runs. That is, this program should:

Produce N normal random deviates.

For each deviate produce a lognormal price relative Classify each price relative into a set of bins running from 0, 0.1, …, 3.

Put the frequencies on the spreadsheet and produce a frequency graph such as the one in section 23.4.

Step by Step Answer:

Related Book For  book-img-for-question

Financial Modeling

ISBN: 9780253337825

5th Edition

Authors: Simon Benninga, Tal Mofkadi

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