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user1690846

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119 reputation
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visits member for 6 months
seen May 17 at 10:06
stats profile views 23

119 reputation
bio website visits member for 6 months
6 badges
location seen May 17 at 10:06
summary answers questions tags badges favorites bounties reputation activity

6 Questions

views newest activity votes
2
7
votes
2
answers
208
views

GBM 3d plot with R

r brownian-motion
dec 5 at 7:29 Bob Jansen 1,142
1
5
votes
2
answers
251
views

How to simulate stock prices using variance gamma process?

stochastic-processes variance-gamma
dec 25 at 23:55 SRKX♦ 4,729
2
4
votes
1
answer
151
views

Rubinsteins Implied Binomial Tree - how to calculate the cumulative returns

binomial-tree
jan 6 at 9:44 user1690846 119
2
4
votes
1
answer
1
kviews

How to simulate stock prices with a Geometric Brownian Motion?

equities simulations stochastic-processes brownian-motion
nov 22 at 22:53 SRKX♦ 4,729
1
3
votes
1
answer
298
views

How to simulate a Merton Jump Diffusion process?

simulations stochastic-processes
nov 23 at 14:34 BlueTrin 301
 
-2
votes
2
answers
195
views

BS and delta hedging questions

black-scholes hedging
dec 31 at 12:28 Matt Wolf 5,781
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