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Category: Mathematical Finance

5 Things You Need to Know About Geometric Brownian Motion Interview Mathematical Finance

5 Things You Need to Know About Geometric Brownian Motion

September 29, 2020September 29, 2020Ray Yeo

[latexpage] Geometric Brownian Motion, also known as “GBM”, is the first and a fundamental model one learns in quantitative finance. The same is used in the famous Black-Scholes Option Pricing formula, meaning…Read More5 Things You Need to Know About Geometric Brownian Motion

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