Sajith AmmaBrownian MotionPhilosophically look at the Brownian motion, randomness and order are not opposites, but partners in the dance of existence.Nov 2
Kristof TaboriBridging the Gap: An Introduction to Brownian Bridge SimulationsQuite a few people asked me after my first article on the topic of Brownian Bridges: how do you simulate the paths of a Brownian Motion…Feb 171
InInsiderFinance WirebyAdel BasliHow to Simulate Stock Prices with Python: A Step-by-Step GuideIn today’s challenge, we dive into the world of quantitative finance by simulating stock prices using Geometric Brownian Motion (GBM). This…Aug 24Aug 24
MCMC AddictHow can a random walk solve a difficult mathematical problem?Laplace’s equation cooked by random walkFeb 111Feb 111
MrigaBrown, botany, and Brownian motionOn June 9, 1803, botanist Robert Brown completed his trip of Australia aboard HMS Investigator. That voyage enabled him to collect…Jun 9Jun 9
Sajith AmmaBrownian MotionPhilosophically look at the Brownian motion, randomness and order are not opposites, but partners in the dance of existence.Nov 2
Kristof TaboriBridging the Gap: An Introduction to Brownian Bridge SimulationsQuite a few people asked me after my first article on the topic of Brownian Bridges: how do you simulate the paths of a Brownian Motion…Feb 171
InInsiderFinance WirebyAdel BasliHow to Simulate Stock Prices with Python: A Step-by-Step GuideIn today’s challenge, we dive into the world of quantitative finance by simulating stock prices using Geometric Brownian Motion (GBM). This…Aug 24
MCMC AddictHow can a random walk solve a difficult mathematical problem?Laplace’s equation cooked by random walkFeb 111
MrigaBrown, botany, and Brownian motionOn June 9, 1803, botanist Robert Brown completed his trip of Australia aboard HMS Investigator. That voyage enabled him to collect…Jun 9
Kristof TaboriBeyond the Basics: Two Approaches to Covariance in General Brownian BridgesI looked into how to derive the structure of the covariance function of the Brownian Bridges with arbitrary (> 0) start and end points in…Jan 3
Kristof TaboriNot Crossing the Line with Brownian BridgesArticle about the derivation of the probability that a general Brownian Bridge is not going over or fall below another level.Apr 27
Rasmus HaapaniemiHow to model options using Partial Differential Equations and Ito calculus.Complete mathematical explanation with Python code.Aug 7, 2023
