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项目作者： crodriguezvega

项目描述 ：
Monte Carlo generator of geometric brownian motion sample paths for .Net.
高级语言： C#
项目地址: git://github.com/crodriguezvega/geometric-brownian-motion.git


Monte Carlo generator of geometric brownian motion samples

This WPF application lets you generate sample paths of a geometric brownian motion. This type of stochastic process is frequently used in the modelling of asset prices.

Usage

Start the application and enter the following values:

  1. the number of paths to generate,
  2. the number of samples per path,
  3. the initial value of the sample path,
  4. the drift,
  5. the standard deviation,
  6. and the time limit.

For example:

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