geometric-brownian-motion topic

Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on a...

MBKraus

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model...

caramel2001

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

bottama

Python code of commonly used stochastic models for Monte-Carlo simulations

rsadykhov