Posts Tagged ‘motion’
Ziggy Stardust & The Spiders from Mars – The Motion Picture Pt. 1
Posted by admin in Finance Sunday, 5 September 2010 19:04 25 Comments
***NOTE: PLEASE READ ENTIRE DESCRIPTION!!*** A little treat for y’all…I’ll be uploading “Ziggy Stardust and the Spiders from Mars – The Motion Picture” in its entirety. I hope you guys enjoy it! Part 1 – July 3, 1973 (ironically enough, this concert will be 36 yrs. old soon, and I’ll be 28…July 3rd is my birthday, but I was born 8 yrs. after this concert took place) at the Hammersmith Odeon, Mr. Bowie prepares to take the stage as Ziggy Stardust one last time (to everyone’s surprise). We see the fans standing outside waiting for the concert to begin, and we even see David’s ex, Angie, make a surprise visit (Boo!). In this clip, the band performs “Hang On to Yourself.” ***No copyright infringment intended. All rights reserved. This video is for entertainment purposes only.***
Monte carlo simulation: Brownian motion
Posted by admin in Finance Friday, 14 May 2010 16:18 18 Comments
This is a classic building block for Monte Carlos simulation: Brownian motion to model a stock price. The periodic return (note the return is expressed in continuous compounding) is a function of two components: 1. constant drift, and 2. random shock; ie, volatility multiplied by a randomized critical z value
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