Geometric-Brownian-Motion

At this point, I would like to share a link from Youtube on geometric Brownian motion.

Tastytrade ( 2013 May 21) ‘ Advanced Derivatives: Geometric Brownian Motion and Option Trading’ . Retrieved from

https://www.youtube.com/watch?v=jHlCxlZb_eo (Links to an external site.)Links to an external site.

What is Geometric Brownian Motion and what has it to do with the Black model and swaptions?

 

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