Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
How to simulate correlated Geometric brownian motion for n assets?
So I'm trying to simulate currency movements for several currencies with a given correlation matrix. I have the initial price, drift and volatility for each of the separate currencies, and I want to ...
Apr 24 '13 at 10:42
newest brownian-motion correlation-matrix questions feed
Please welcome jmac, Community Manager of the Rising Sun
Hot Network Questions
Does a virus need to be clicked on to function?
Bibliography with names separated by a comma, not by "and"?
Roots of polynomial of degree 6
Does ~ always equal $HOME
Fast method to select matrix elements based on a vector of positions
Polygons with equal area and perimeter but different number of sides?
Check if line crosses a polygon
"Do Not Disturb" tags in hotels, how can they be improved?
Which is faster: while(1) or while(2)?
How to express "X sounds like Y"
How do I find the right Guru?
What PC parts can produce bright flash, and smoke, with the PC still appearing to work fine afterwards?
The Rock, Paper, Scissors, Lizard, Spock Tournament of Epicness
Rearrange pixels in image so it can't be recognized and then get it back
Cycling position for commuting
How to vertically shift an underbrace?
Is there a way to render a wireframe independent of its topology?
If CO2 is nonpolar how come much more dissolves in water than O2?
How do I create database tables for a craft cms plugin on install?
Should /usr owner be root?
Why does my toilet not leave enough water in the bowl after flushing?
Why does light travel at the same speed when measured by a moving observer?
Are computers with more RAM potentially faster if not all memory is usually in use?
Does the average American unwittingly commit three felonies a day?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0