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 correlation-matrix brownian-motion questions feed
Hot Network Questions
How avoid that the Underbrace Outside the delimiters $| |$ appear inside the delimiters
drawing smooth path through symmetric points, gives non symmetric curve
Poisoned Iced Tea
Am I so predictable?
How can native English speakers read an unknown word correctly?
Check if two lists are equal in any order
How to make an empty box
What is a "2.5D" environment?
Does a Slayer's Studied Target Bonus apply to sneak attacks?
Can a satellite orbit Earth so that it always has the Moon in line of sight?
Okay to address a rabbi with "you"?
How to join two strings one of which is Subscript?
Contacted by a Company's Client to do a project - should I inform my company?
Why was Poland spared from the Black Death?
What happens to a human who receives more information than the brain can process?
How to make a field editable only if a checkbox is checked
How to check that component is multimedia component in Tridion GUI extension?
Word for obscuring bad or immoral acts with grammar
How to get OUTPUT $action, Inserted.*,Deleted.* records in In SSIS
Showing a list of plugins to filter
What does Grt. and Sw. mean in this organ score?
Simple password encryption / decryption
How far were women able to advance in the Gestapo?
Sing Happy Birthday to your favourite programming language
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