My Current Research
My Current Research Areas
· Quantitative Finance |
|
· Probability Theory and Its Applications
in Economics and Finance |
|
· Stochastic Processes |
|
· Stochastic Calculus and Stochastic
Differential Equations (SDEs) |
|
· Statistical Analysis and Parameter
Estimation |
|
· Computational Finance |
My Current Research Topic
Random Walk
p = 0.5
Drifting Brownian Motion
Solution
Approximation
Geometric Brownian Motion
Solution
Approximation
Binomial Model of Option Pricing with Mathematica