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README.md

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@@ -9,16 +9,16 @@ One of the oldest and simplest models developed is the [Black-Sholes-Merton](htt
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### Input
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Black Sholes simulation:
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- S0 ... integer, specifying the initial value of the underlying asset
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- mu ... float, specifying the drift rate of the underlying asset
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- sigma ... float, standard deviation of the underlying asset's return
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- T ... integer, specifying the maximum modeling time. ex. if T = 2 then modelling time will run from 0 to 2
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- dt ... float, specifying the length of each subinterval. ex. dt=10, then there will be 10 intervals of length 0.1 between two integers of modeling time
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- rho ... float, specifying the correlation coefficient of the Brownian motion. ex. rho = 0.4 means that two Brownian motions have a correlation coefficient of 0.4
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- `S0` ... integer, specifying the initial value of the underlying asset
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- `mu` ... float, specifying the drift rate of the underlying asset
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- `sigma` ... float, standard deviation of the underlying asset's return
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- `T` ... integer, specifying the maximum modeling time. ex. if T = 2 then modelling time will run from 0 to 2
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- `dt` ... float, specifying the length of each subinterval. ex. dt=10, then there will be 10 intervals of length 0.1 between two integers of modeling time
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- `rho` ... float, specifying the correlation coefficient of the Brownian motion. ex. rho = 0.4 means that two Brownian motions have a correlation coefficient of 0.4
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### Output
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Return:
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- stock_price_simulation ... N x 2 pandas DataFrame where index is modeling time and values are a realisation of the uderlying's price
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- `stock_price_simulation` ... N x 2 pandas DataFrame where index is modeling time and values are a realisation of the uderlying's price
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## Getting started

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