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by waynelee
August 30th, 2006, 5:09 am
Forum: Student Forum
Topic: Brownian Motion?
Replies: 13
Views: 95014

Brownian Motion?

<t>helloIn foreign exchange market. I use Brownian motion to simulate the price in the future(for example 1 month later).dS =(r- rf)*S*dt +sigma*S*dzI put the spot price for EURUSD as S right now,and the rate difference between USD and EUR,what does the result mean???I s it the one month forward pri...