Author Archives: Mick Hittesdorf

About Mick Hittesdorf

Analytics Platform Manager

Introducing QuantLib: Modeling Asset Prices with Geometric Brownian Motion

Welcome back! In this post, I’ll show how classes from QuantLib’s Monte Carlo framework can be utilized to model the path an asset’s price can take over a period of time, such as that depicted in the one-year Intel (INTC) … Continue reading

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