Presenter(s)

    Matthew Scott Hooper

    Download

    Download Project (419 KB)

    Description

    Below is a look into the Brownian Motion, and how it is able to portray the erratic movement over time of stock prices and interest rates. Further, is a look into how different financial models such as the Ho-Lee Model and Vasicek Model are able to utilize this brownian motion in order to describe the movement of short term interest rates and thus can be used to carry out various financial valuations, such as bond option pricing and evaluating interest rate futures.

    Publication Date

    4-18-2018

    Project Designation

    Capstone Project

    Primary Advisor

    Dan Ren

    Primary Advisor's Department

    Mathematics

    Keywords

    Stander Symposium project

    Determination of Stock Prices and Interest Rate's Behavioral Movement By Utilizing the Brownian Motion

    Share

    COinS