My Current Research 

 

My Current Research Areas

bullet

· Quantitative Finance

bullet

· Probability Theory and Its Applications in Economics and Finance

bullet

· Stochastic Processes

bullet

· Stochastic Calculus and Stochastic Differential Equations (SDEs)

bullet

· Statistical Analysis and Parameter Estimation

bullet

· Computational Finance

My Current Research Topic
bullet

" Stochastic Modeling the Prices of Rice "

Random Walk

 

 

p = 0.5

 

 

 

 

 

Drifting Brownian Motion

 

 

 

 

Solution

 

 

 

 

 

 

 

Approximation

 

 

 

 

 

 

Geometric Brownian Motion

 

 

 

 

Solution

 

 

 

 

 

 

 

Approximation

 

 

 

 

 

Binomial Model of Option Pricing with Mathematica

 

Return to Home