Plots

Plots#

Below is a gallery of all the charts in the calendar and their source code.

Black Monday

Black Monday

GBM via Transformation of BM

GBM via Transformation of BM

Brownian Motion

Brownian Motion

Capital Asset Pricing Model

Capital Asset Pricing Model

Compound Effect

Compound Effect

Correlation

Correlation

Pearson Correlation Multiple Pairs

Pearson Correlation Multiple Pairs

Compounded Interest

Compounded Interest

Discretisation Schemes

Discretisation Schemes

Euler, Milstein Schemes Convergence

Euler, Milstein Schemes Convergence

Chi Distribution

Chi Distribution

Exponential Distribution

Exponential Distribution

Log-Normal Distribution

Log-Normal Distribution

Normal Distribution

Normal Distribution

Student-t Distribution

Student-t Distribution

Convergence of Compounding to Euler’s Number

Convergence of Compounding to Euler's Number

Exponential Decay

Exponential Decay

Geometric Brownian Motion

Geometric Brownian Motion

Markowitz Efficient Frontier

Markowitz Efficient Frontier

Martingales

Martingales

Moving Averages

Moving Averages

Normality Testing

Normality Testing

Ornstein-Uhlenbeck Process

Ornstein-Uhlenbeck Process

Random Walk

Random Walk

Returns and Log-Returns

Returns and Log-Returns

Sharpe Ratio

Sharpe Ratio

Time Value of Money

Time Value of Money

Yied Curve

Yied Curve

Yied Curve Shapes

Yied Curve Shapes

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