Geometric Brownian Motion from its Definition

Visualization of Brownian Motion from its definition. For a complete explanation, see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/StochasticCalculus/GeometricBrownianMotion/geometricbrownian.pdf complete with theorems and problems to work for understanding.

 

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Resource Type
Activity
Tags
brownian  geometric  motion  stochasticprocess 
Target Group (Age)
18
Language
English (United States)
 
 
GeoGebra version
4.4
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