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The simulated risk factor x follows a normal diffusion of the type OU Process that has the SDE:
dx = θ(μ-x)dt + σdw
with the additional constraint that μ = 0 (mean reversion level of 0), θ = -DRIFT and σ = -VOL, where DRIFT and VOL are numbers supplied by the user in the columns titled #Drift and #Vol of the table
Key VaR Spec::Simulated Market
The final equation in terms of the user-supplied DRIFT and VOL is:
dx = DRIFT*x*dt + VOL*dw

Although not required, this setting is usually accompaqnied by a
VaR Spec::Modelled Factor setting of VaR Spec::Modelled Factor::Shift