Ogan Ozsoy Ph.D.

Musings about Finance, Statistics, Data Science and Python

HOME
CATEGORIES
TAGS
ARCHIVES
ABOUT

Home Tags brownian motion

Tag

brownian motion 1

Random walk as the basis of asset pricing models Jun 25, 2022

Recently Updated

Intro to Jump Diffusion Models
Above and Beyond Black-Scholes world
Ordinary Least Squares - Linear Regression
Option pricing in a jumpy world
Clustering with K-Means

Trending Tags

options risk arbitrage value at risk diversification ito calculus jump diffusion models monte carlo simulation monte-carlo ols

© 2025 Ogan Ozsoy. Some rights reserved.

Using the Chirpy theme for Jekyll.

Trending Tags

options risk arbitrage value at risk diversification ito calculus jump diffusion models monte carlo simulation monte-carlo ols

A new version of content is available.