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http://arks.princeton.edu/ark:/88435/dsp01qf85nb47qFull metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Cinlar, Erhan | - |
| dc.contributor.author | Lin, Alice | - |
| dc.date.accessioned | 2014-07-16T19:56:09Z | - |
| dc.date.available | 2014-07-16T19:56:09Z | - |
| dc.date.created | 2014-06 | - |
| dc.date.issued | 2014-07-16 | - |
| dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp01qf85nb47q | - |
| dc.description.abstract | This paper will explore and analyze a different approach to modeling the process of changes in stock prices. Typically, to model the randomness in stock prices over time, we use the stochastic process called Brownian Motion. What if, however, instead of the Brownian Motion concept, we use some other process to model this randomness over time? This paper will proceed to propose another process, explore its possibilities and constraints, and analyze whether it would be a more realistic model for modeling stock prices compared with Brownian Motion. | en_US |
| dc.format.extent | 90 | en_US |
| dc.language.iso | en_US | en_US |
| dc.title | Operations Research and Financial Engineering Thesis: A Different Approach to Modeling Changes in Stock Prices | en_US |
| dc.type | Princeton University Senior Theses | - |
| pu.date.classyear | 2014 | en_US |
| pu.department | Operations Research and Financial Engineering | en_US |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2020 | |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Lin, Alice final thesis.pdf | 894.04 kB | Adobe PDF | Request a copy |
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