Re: geometric brownian motion

From: Richard Ulrich (Rich.Ulrich_at_comcast.net)
Date: 09/29/04

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    Date: Tue, 28 Sep 2004 22:32:21 -0400

    On Tue, 28 Sep 2004 12:24:04 +0000 (UTC), senti23@yahoo.com (Kim)
    wrote:

    > Hi Peeps,
    >
    > I am new to geometric brownian motion and i really have difficulty to
    > answer these 2 questions. Would appreciate help from someone here.

    What's the difficulty? All I saw was the reproduction
    of some homework questions, which looked entirely
    conventional. Assuming that one knows the definition
    of the parameters.

    Maybe you should start out by copying by hand the formulas
    that are in the section of the book that you expect to use. 

    -- 
Rich Ulrich, wpilib@pitt.edu
http://www.pitt.edu/~wpilib/index.html
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