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What is Stock Price Movement Applied Mathematics about?
This project conducts a mathematical analysis of stock price movements using various models, including stochastic calculus and GARCH, to capture the complexities of equity prices. It establishes empirical observations such as fat tails and volatility clustering, and develops mathematical frameworks from random walks to advanced stochastic models. Key findings include the derivation of the Black-Scholes equation and insights into options pricing, volatility modeling, and future research directions in quantit
- Author
- sudhasivasubramanian123
- Language
- EN