Adel BasliinInsiderFinance WireHow 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
Rasmus HaapaniemiHow to model options using Partial Differential Equations and Ito calculus.Complete mathematical explanation with Python code.Aug 7, 2023Aug 7, 2023
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
Adel BasliinInsiderFinance WireHow 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
Rasmus HaapaniemiHow to model options using Partial Differential Equations and Ito calculus.Complete mathematical explanation with Python code.Aug 7, 2023
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 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
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
Eyup GulsuninTowards Data ScienceWhich one is your volatility — Constant, Local or Stochastic?Analyzing the path of EURUSD derived from the market vol surface by using the Heston ModelJul 13, 20201