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Fractional Brownian Motion in Multifractal Time

2009.10.21 10:18:23

It looks like the financial crisis based due to CDOs, CDS, and other exotic products did not have any effect on making the financial terms any easier.
Popular risk analysis tools were based on the 'simple' Geometric Brownian Motion, but that seems now to be based on wrong assumptions. AIG paid the cost......

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brownian motion | financial tools | financial models | finance

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Prosperitypersonal in the Press

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"With its friendly user interface, drag and drop features, the tool offers a very intuitive way of simulating long term personal finance."

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Tag: brownian motion

Prosperitypersonal in the Press

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