This article gives an overview of modeling random jumps in spot prices, covering underlying mathematics, Monte Carlo simulation, and examples. Read more Overview of Modeling Random Jumps in Spot Prices

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Quant Lego

## Financial quant skills

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Spot price

# Overview of Modeling Random Jumps in Spot Prices

This article gives an overview of modeling random jumps in spot prices, covering underlying mathematics, Monte Carlo simulation, and examples. Read more Overview of Modeling Random Jumps in Spot Prices

# Two Approaches for Modeling Stochastic Volatility of Spot Prices

# Simple Analysis of Mean Reversion in Spot Prices

This article presents two basic approaches for modeling stochastic volatility of spot prices, covering mathematics, and an example of Monte Carlo simulation.

Read more Two Approaches for Modeling Stochastic Volatility of Spot Prices

This article presents a simple way to analyze mean reversion in spot prices, the tendency of spot prices to move back towards their long-term level.

Read more Simple Analysis of Mean Reversion in Spot Prices