Wolfram Finance Platform: Random Processes in Finance
This course covers the built-in, random processes available in Wolfram Finance Platform. Other topics include time series processes, stochastic differential equation process, financial functions, and short-interest-rate models.
The course requires experience with Mathematica and knowledge of financial processes.
|This course is available on demand (25:23)||Free|
|This course is not currently scheduled.|
- Discrete and continuous random processes in Mathematica
- Random processes and random variables
- Visualization of random processes
- Univariate and multivariate examples
- Time series processes
- Stochastic differential equation process
- Examples of Ito process and its outputs
- Simulation of stochastic processes
- Financial functions
- One-factor, short-interest-rate models