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