Mathematics in Finance
Applets
Brownian Motion
A simulation that plots a simulated path of 1-D Brownian motion
A simulation that plots several paths of 1-D Brownian motion
A simulation that plots the path of a 2-D Brownian motion
Stochastic Differential Equations
An applet that simulates the solution to an SDE.
A simulation that plots several simulated solutions to an SDE.
An applet that simulates the solution to an SDE as the random part varies.
Option Pricing
A calculator that finds the value of a European/American put/call and draws the binomial tree.
A calculator that finds the value of a European/American put/call.