Presenter(s)

Matthew Scott Hooper

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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

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