Tags » Random Walk

The Physics of Wall Street, by James Owen Weatherall

Physics needs math, so does Finance. Then no wonder some curious physicists began to create math models of financial markets in the 19th Century, only to find the task more difficult than imagined. 954 more words

Stocks

The Undoing Project

I recently completed reading this fabulous book, generally I try to review the book, but this time I have shared some quotes from the book… 1,161 more words

Behavioral Finance

Stochastic - Python Example of a Random Walk Implementation

Simple Random Walk

Defining the problem

First, let us define the problem formally.

To implement a 1-D simulation of random walk within period in sample space , with discrete stochastic process called…

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Learning Notes

Stock Price Simulation

Larry Wasserman presents an interesting simulation in Problem 11, Chapter 3 of All of Statistics. The problem asks you to simulate the stock market by modeling a simple random walk. 368 more words

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Simple Random Walk - Method 2

Suppose we consider a simple random walk. A particle starts at initial position and moves one unit to the left with probability and moves one unit to the right with probability . 374 more words

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Simple Random Walk - Method 1

Suppose we consider a simple random walk. A particle starts at initial position and moves one unit to the left with probability and moves one unit to the right with probability . 410 more words

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