Geometric Brownian Motion with Python

BrianHunter's picture
Rank: Neanderthal | banana points 2,355

Hey there,
I'm pretty new in Python and would like to ask a quick advice
Which way do you think "preferable" to calculate drift?

Thanks monkeys

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Comments (2)

Feb 3, 2019

Straight from Hull:

Edit: If you're asking how to create/manipulate time series in Python, look into pandas. It has functionality built-in specifically for this purpose (create a Series with a datetime index). You can then plot it using something like matplotlib if desired.

    • 1
Feb 14, 2019