Brownian motion is the most fundamental stochastic process used in the field of quantitative finance and is widely applied in modeling stock market indices. The Presentation will cover the basics of Brownian motion, its properties, and what makes it particularly suitable for forecasting stock market behavior. Sumanjay also discussed the Monte Carlo simulation method of tracking a stock market index, supported with empirical results based on data from the Multi Commodity Exchange of India.
Access link to the presentation files | Presenter: Sumanjay Dutta
Comments