VIDEO - Monte carlo simulation: Brownian motion
1 followers
0 Likes
This is a classic building block for Monte Carlos simulation:
Brownian motion to model a stock price. The periodic return (note the
return is expressed in continuous compounding) is a function of two
components: 1. constant drift, and 2. random shock; i.e., volatility
multiplied by a randomized critical z value
0 Replies
Reply
Subgroup Membership is required to post Replies
Join ECE - Equity Compensation Experts now
Suggested Posts
| Topic | Replies | Likes | Views | Participants | Last Reply |
|---|---|---|---|---|---|
| Videos on Tax Return Reporting for Stock Comp | 0 | 0 | 694 | ||
| Video on Cost Basis & Tax Return Reporting of Stock Comp | 0 | 0 | 810 | ||
| New Stock Option Taxation Video | 0 | 0 | 720 |