Category Archives: QuantLib
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
Mick Hittesdorf
All things finance and technology... 