Geometric Brownian Motion SDE -- Monte Carlo Simulation -- Python

Описание к видео Geometric Brownian Motion SDE -- Monte Carlo Simulation -- Python

I present a simple and basic demo to show how to generate Monte Carlo simulation of assets following geometric brownian motion. I'll use AAPL as an example with some reasonable assumptions.

The main packages I use are numpy, pandas, yfinance, matplotlib. For demo purposes, I use Jupyter notebook.

Basics of Geometric Brownian Motion:    • Geometric Brownian Motion  

Basic Statistics of Daily Returns:    • Daily Returns of Stocks (FAANG) and E...  

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