A stock price follows geometric Brownian motion with an expected return of 16 % and a volatility of 35 %. The current price is $ 38.a. What is the probability that a European call option on the stock with an exercise price of $ 40 and a maturity date in six months will be exercised?b. What is the probability that a European put option on the stock with the same exercise price and maturity will be exercised?
A stock price follows geometric Brownian motion with an expecte…
May 1, 2022
numerade.com
Simulating Brownian Motion ( and Stock Prices ) using Python
Simulating Brownian Motion ( and Stock Prices ) using Python
Jan 15, 2023
medium.com
Exploring Stock Market Dynamics with Geometric Brownian Motion: A Python Simulation
Exploring Stock Market Dynamics with Geometric Brownian Motion: …
1K viewsJan 4, 2024
substack.com
Brownian Motion
1:04
Brownian Motion
89.2K viewsApr 14, 2014
YouTubeMinuteLabs.io
Brownian Motion
1:08
Brownian Motion
149.9K viewsJul 28, 2009
YouTubesuperunknowner
Brownian Motion1
2:07
Brownian Motion1
7.1K viewsApr 27, 2010
YouTubeEducational Videos
Geometric Brownian motion
Geometric Brownian motion
4.9K viewsJan 22, 2016
YouTubeWikiAudio
Interpolation and Approximation technique in computer graphics
26.7K viewsOct 24, 2020
YouTubeRashmi Tundalwar
Stochastic Calculus for Quants | Risk-Neutral Pricing for Derivative…
39.7K viewsJan 12, 2022
YouTubeQuantPy
9:20
Correlated Brownian Motions in Python
2.5K viewsJun 22, 2022
YouTubeRoman Paolucci
Brownian Motion (BM) Simulation in R |
3.7K viewsNov 21, 2021
YouTubeStat Legend
0:27
Brownian Motion Simulation II
5.1K viewsSep 14, 2020
YouTubeDerek Harrison
4:20
Brownian Motion
28.3K viewsJun 25, 2019
YouTubePaul Baker
0:21
Brownian Motion
16.9K viewsSep 25, 2016
YouTubeShady Elkassas
1:12
Brownian Motion Demonstration
5.1K viewsJun 14, 2018
YouTubeSMUPhysics
1:15:59
17. Stochastic Processes II
383.4K viewsJan 6, 2015
YouTubeMIT OpenCourseWare
1:21:16
9. Volatility Modeling
196.4K viewsJan 6, 2015
YouTubeMIT OpenCourseWare
6:20
Brownian Motion & Particle Diffusion
19K viewsAug 9, 2017
YouTubeMETPHAST Program
0:37
Brownian motion HD
251.5K viewsMar 14, 2009
YouTubeAlexander C
3:38
Brownian motion demonstration
122.5K viewsDec 15, 2017
YouTubeSTEM Learning
9:44
Geometric Brownian Motion
77.9K viewsMar 29, 2016
YouTubeMaths Partner
9:24
Interpolation and Extrapolation
96.6K viewsJun 8, 2016
YouTubeDr. Gerard Verschuuren
11:33
Brownian motion #1 (basic properties)
207.5K viewsMar 20, 2011
YouTubestepbil
39:09
Brownian Motion (Wiener process)
157.1K viewsNov 14, 2011
YouTubeprofbillbyrne
13:55
Simulating Brownian Motion in Python
43.7K viewsDec 2, 2020
YouTubemCoding
20:06
Standard Brownian Motion / Wiener Process: An Introduction
43.1K viewsJul 13, 2019
YouTubefinRGB
21:33
Geometric Brownian Motion: SDE Motivation and Solution
26K viewsDec 31, 2019
YouTubequantpie
5:35
Random Force & Brownian Motion - Sixty Symbols
335.9K viewsFeb 17, 2010
YouTubeSixty Symbols
21:17
Session 6B: Monte Carlo Simulations in Finance & Investing
60.6K viewsAug 24, 2021
YouTubeAswath Damodaran
2:58
Brownian Motion - Defintion, Example, Experiment, Applications
385.1K viewsMay 5, 2010
YouTubeEducational Videos
See more videos
Static thumbnail place holder