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jumpdiffusion

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Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.

www.researchgate.net/publication/376956394_Forecasting_Stock_Positions_through_Monte_Carlo_Simulation_of_Stochastic_Models

jump-diffusion-mertons-model quantitative-finance stochastic-modelling

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Name		Name	Last commit message	Last commit date
GBM.py		GBM.py
README.md		README.md
historicDataScraper.py		historicDataScraper.py
jumpDiffusion.py		jumpDiffusion.py
plotting.py		plotting.py
riskMetrics.py		riskMetrics.py
runCode.py		runCode.py

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jumpdiffusion

Forecasting Stock Positions through Monte Carlo Simulation of Stochastic Models (GBM, Merton Jump Diffusion Model) For full research paper: https://www.researchgate.net/publication/376956394_Forecasting_Stock_Positions_through_Monte_Carlo_Simulation_of_Stochastic_Models

About

Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.

www.researchgate.net/publication/376956394_Forecasting_Stock_Positions_through_Monte_Carlo_Simulation_of_Stochastic_Models

jump-diffusion-mertons-model quantitative-finance stochastic-modelling

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1 watching

Report repository

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