Title

Volatility

Faculty Advisor

Sayit, Hasanjan

Abstract

Volatility is a crucial component the movement of the stock market. Although each transaction operates under relatively simple principals the movement as a whole is chaotic and unpredictable. The model presented simulates this movement using a simple methodology. In order to accurately simulate the movement of the stock market, the model uses a random number for each transaction. The culmination of all the random numbers used creates the familiar sporadic look of the stock market.

Publisher

Worcester Polytechnic Institute

Date Accepted

March 2012

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Mathematical Sciences

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