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Stochastic Processes

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Finance/ExpectedShortfall
calculate the expected shortfall

Finance/ExpectedValue
compute the expected value

Finance/PathGenerator
create new path generator for a stochastic process

Finance/PathPlot
plot sample path(s) of a stochastic process

Finance/SamplePath
generate sample path(s) for a stochastic process

Finance/SampleValues
generate sample value(s) for the specified expression

Finance/ValueAtRisk
calculate value-at-risk

Finance/BlackScholesProcess
create new Black-Scholes process

Finance/BrownianMotion
define one- or multi-dimensional Brownian motion process

Finance/CEVProcess
create new constant elasticity of variance (CEV) process

Finance/DeterministicProcess
create new deterministic process

Finance/DynamicPortfolio
create new dynamic portfolio

Finance/GammaProcess
create new Gamma process

Finance/GaussMarkovProcess
create new Gauss-Markov short-rate process

Finance/GeometricBrownianMotion
create new Brownian motion process

Finance/HestonProcess
create new Heston process

Finance/ItoProcess
create new Ito process

Finance/MarkovChain
create new finite-state Markov chain

Finance/MertonJumpDiffusion
create new jump diffusion process

Finance/OrnsteinUhlenbeckProcess
create new Ornstein-Uhlenbeck process

Finance/PoissonProcess
create new Poisson process

Finance/RegimeSwitchingProcess
create new multi-regime stochastic process

Finance/SVJJProcess
create new SVJJ process

Finance/SquareRootDiffusion
create new square-root diffusion process

Finance/WienerProcess
create new Wiener process

Finance/ShortRateProcess
return a stochastic process that governs a short rate in the given model

Finance/Diffusion
compute the diffusion component of an Ito process

Finance/Drift
compute the drift component of an Ito process

Finance/StochasticProcesses
Finance Package Commands For Stochastic Processes

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