{"id":350,"date":"2022-05-03T20:11:43","date_gmt":"2022-05-03T20:11:43","guid":{"rendered":"\/wolfram-u\/?post_type=courses&#038;p=350"},"modified":"2026-06-17T20:29:37","modified_gmt":"2026-06-17T20:29:37","slug":"modeling-market-prices-stochastic-processes-fin026","status":"publish","type":"courses","link":"https:\/\/www.wolfram.com\/wolfram-u\/courses\/finance\/modeling-market-prices-stochastic-processes-fin026\/","title":{"rendered":"Modeling Market Prices Using Stochastic Processes"},"content":{"rendered":"<p>This video talks about the modeling of stock prices, portfolios, index returns, bonds, option prices, exchange rates and conditional risk using stochastic processes such as the ARCH process, vector-valued time series, the ARMA model, Chen's model, the Ito process and Merton jump diffusion. In doing so, it shows that the Wolfram Language contains a complete collection of stochastic processes and statistical distributions that can be fitted to a wide array of market phenomena. <\/p>","protected":false},"excerpt":{"rendered":"This video talks about the modeling of stock prices, portfolios, index returns, bonds, option prices, exchange rates and conditional risk using stochastic processes such as the ARCH process, vector-valued time series, the ARMA model, Chen's model, the Ito process and Merton jump diffusion. In doing so, it shows that the Wolfram Language contains a complete collection of stochastic processes and statistical distributions that can be fitted to a wide array of market phenomena. ","protected":false},"featured_media":937,"parent":0,"template":"","meta":{"footnotes":""},"course_format":[22],"class_list":["post-350","courses","type-courses","status-publish","has-post-thumbnail","hentry"],"_links":{"self":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses\/350"}],"collection":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses"}],"about":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/types\/courses"}],"version-history":[{"count":1,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses\/350\/revisions"}],"predecessor-version":[{"id":4544,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/courses\/350\/revisions\/4544"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/media\/937"}],"wp:attachment":[{"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/media?parent=350"}],"wp:term":[{"taxonomy":"course_format","embeddable":true,"href":"https:\/\/www.wolfram.com\/wolfram-u\/wp-json\/wp\/v2\/course_format?post=350"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}