Filter4D

filter4dAn overview of Filtered Historical Simulation (FHS) By Giovanni Barone-Adesi & Kostas Giannopoulos. FHS is a scenario generating technique for speculative assets prices (risk factors).Almost any type of element that can be displayed in the viewport can be switched on or off here on the Filter tab. The options are self-explanatory: A few elements (e.g., Fields) will be