Stock price modeling - wilmott.com

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arrun: Posts: 0; Joined: August 1st, 2006, 6:14 am

Stock price modeling

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#1

August 11th, 2006, 2:23 pm

Dear all,Can any one please explain me why any stock price is modeled like this?dS/S = m*dt + sigma*dw[t], where w[t] is weiner/brownian processThanks and regards,Arun


player: Posts: 0; Joined: August 5th, 2002, 10:00 am

Stock price modeling

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#2

August 11th, 2006, 2:43 pm

there is a search button..Its there to be used..In addition why are you posting this on the book forum??


dopeman: Posts: 0; Joined: May 9th, 2006, 9:42 pm

Stock price modeling

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#3

August 11th, 2006, 9:54 pm

This is the third forum I have seen this message posted, which is abusing for all others.