n- Correlated stock prices| Monte Carlo simulation using Python
#CorrelatedStocks, #montecarlosimulation, #python
This video demonstrates how to simulate n-correlated stock prices using Monte Carlo simulation and Cholesky decomposition in Python. Learn how these techniques help in portfolio risk management, derivative pricing, and realistic financial modeling.
0:00 Introduction
0:05 Import data
0:33 The price process for n-stocks
0:48 The Cholesky decomposition
1:37 Python function
2:27 Parameters for Monet Carlo Simulation
4:00 Call the Python function
You can access the Jupiter notebook using the link: https://colab.research.google.com/dri...
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Please watch: "Simulate Brownian Motion in Python "
• Simulate Brownian Motion in Python
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