geometric-brownian-motion
There are 3 repositories under geometric-brownian-motion topic.
MBKraus / Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Language:Python 117bottama / stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language:Python 35rsadykhov / stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
Language:Python 27caramel2001 / Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
Language:Jupyter Notebook 25- Stock-Market-Simulation
Jackson-Wozniak / Stock-Market-Simulation
A virtual stock market and trading platform. Includes a fully simulated stock market, with dynamic price changes and news events. Simulation models a real calendar with time sped up
Language:Java 19 ananya173147 / Stock-Recommendation-Dashboard
A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.
Language:Python 12DavidCico / Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
Language:Python 7EricJXShi / Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
Language:MATLAB 5hjstobart / matlab-stochastic-processes
A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.
Language:MATLAB 5crodriguezvega / geometric-brownian-motion
Monte Carlo generator of geometric brownian motion sample paths for .Net.
Language:C# 4Mephistopheles-0 / GBM
Generating a stock's geometric Brownian motion using C# and plot the result.
Language:C# 4Armos05 / Quantitative-Finance
Quantitative Financial Risk Mangement
Language:Jupyter Notebook 2Pranavd0828 / GeometricBrownianMotion
Applying Geometric Brownian Motion (GBM) - Financial Modeling
Language:Jupyter Notebook 2RePlasma / PhysRevA.103.052425
Variational quantum simulations of stochastic differential equations
Language:Jupyter Notebook 2MuonRay / CERN-ROOT-Financial-Mechanics-and-Market-Analysis-Codes
CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html
Language:C 1vpozdnyakov / gen_models_in_trading
Generative Models in Commodity Trading
Language:Jupyter Notebook 1briancsavage-shift / Option-Pricing-Model
Option Price Forecaster
Language:C 0ishengy / gbm_price_forecasting
Determining performance of forecasting financial asset prices with geometric brownian motion
Language:Python 0mlian031 / importance-sampling
This project focuses on drift parameter optimization for out-of-the-money options within a geometric Brownian motion framework, with extensions to jump diffusion models.
Language:Python 0nabilshadman / monte-carlo-simulation-equity-trading
Monte Carlo simulation toolkit for equity trading, utilizing GBM and Pareto distributions to model price movements and trading volumes
Language:Jupyter Notebook 0raja-grewal / rlmd
PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains
0Sylvester-Bryan254 / GBM-on-NSE20-during-COVID-19
This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.
0This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.
00xnu / sps_gbm_ef
Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier
Language:Jupyter Notebook