Course Overview
This class covers the built-in, random processes available in the Wolfram Language. Other topics include time series processes, stochastic differential equation process, financial functions and short-interest-rate models. The class requires prior experience with the Wolfram Language and knowledge of financial processes.
Featured Products & Technologies: Wolfram Language and Wolfram Notebooks (available in Mathematica and Wolfram|One)
You'll Learn To
- Use built-in random processes
- Make time series predictions
- Construct and use stochastic differential equations
- Explore discrete and continuous time series processes
- Visualize random processes
- Use the Ito process, geometric Brownian motion process, Merton's model, Vasicek model, Rendleman–Bartter model and Cox–Ingersoll–Ross model in financial calculations
