Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

Python code of commonly used stochastic models for Monte-Carlo simulations

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

A REST API containing a fully simulated stock market environment, with the ability to trade stocks using paper money

A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.

In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.

A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.

Monte Carlo generator of geometric brownian motion sample paths for .Net.

Using Finite Element and Finite Difference Methods to Price European Options

Generating a stock's geometric Brownian motion using C# and plot the result.

Quantitative Financial Risk Mangement

Variational quantum simulations of stochastic differential equations

Applying Geometric Brownian Motion (GBM) - Financial Modeling

Generative Models in Commodity Trading

This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.

This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.

CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html

Determining performance of forecasting financial asset prices with geometric brownian motion

Option Price Forecaster