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
Hot Network Questions
Results true in a dimension and false for higher dimensions
Why didn't Molly Weasley remember the platform number?
How to ask German student to homecoming?
How can I prevent stones from rising to the soil surface each year?
There is no smallest infinity in calculus?
In 12 tone equal temperament, why are the notes named c, c#, d, d#, e, f, f#, g, g#, a, a#, b, instead of something else?
About the meaning of "oversampling"
Having a problem with a shell script counting characters
Where can I legally download SAO light novel in English?
Are these logos too similar?
What's with the word "sardonic" in sci-fi?
Countdown and recycle
What is the purpose of VFR-on-top?
Word Search Puzzle
typedef, structure and type compatibiliy
Why did Windows add a pointer trail feature?
How to select particular lines from a text file and display on terminal recursively?
Trying to understand why signatures in root certs "are not used"?
How does adding a break in a while loop resolve overload ambiguity?
Did Eru trip Gollum?
why strace ignores my alias for rm?
Is this written in Kryptonian?
What to do if a team member falls sick?
Is there any book/resource which explain the general idea of the proof of Fermat's last theorem?
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