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Quant & Pricing

Geometric Brownian Motion

The standard model for a stock price: random Brownian shocks applied to percentage changes, so the price wanders but never goes negative. It's the engine under Black–Scholes and most Monte Carlo pricing.

Where this is taught

Definitions are the trailer. These free levels turn Geometric Brownian Motion into something you play — one bite-size lesson, with worked examples, a quiz and XP.

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