tubakhxn
This project simulates financial market price movements using the Geometric Brownian Motion (GBM) model. It generates multiple asset price paths, visualizes their evolution, and analyzes the distribution of final prices. The simulation is useful for understanding stochastic processes in finance, such as stock price modeling and option pricing.
- Simulate 100+ GBM price paths with customizable parameters (initial price, drift, volatility, time horizon)
- Visualize all simulated paths, expected value, histogram of final prices, and probability density
- Color gradient for path visualization
- CLI parameter tuning
- Output plots saved as images
- Click the "Fork" button on the top right of the GitHub repository page.
- Clone your forked repository:
git clone https://github.com/your-username/market-simulation-engine.git - Install dependencies:
pip install -r requirements.txt - Run the simulation:
python main.py --help