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©2006, 2007, 2008
Kase and Company, Inc.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of Kase and Company, Inc.
Compliance Statement & Disclaimer
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Risk Assessment Using Statistical Simulators
Monte Carlo simulations are used in forecasting future prices of a commodity based on various market expectations. To be able to forecast price distributions into the future it is necessary to compute the appropriate bias (degree of trend) and volatility values. Kase has developed a unique, proprietary process for choosing these critical levels for individual contract months or spot physical as well as forward curves. The proper inputs are then run through extensive Monte Carlo simulations for seven market expectations from highly bullish to highly bearish. These simulations provide extensive data in chart and numeric format on where the market may be expected to head in a time frame specified by the user, up to six month out. The simulations can be used to confirm forecasts developed by other techniques and also for value at risk measurements.
Product Descriptions
Product Pricing
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