PLagat / Stochastic-Modelling

Simulation of Stochastic Differential equations (SDEs) using Excel

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Stochastic-Modelling

Simulation of Stochastic Differential equations (SDEs) such as Geometric Brownian Motion, Vasicek and their respective calibrations.

About

Simulation of Stochastic Differential equations (SDEs) using Excel