Finicade
Sign in
Quant & Pricing

Jump Diffusion

A pricing model that adds sudden jumps to the smooth wandering of Brownian motion — capturing crashes and gap moves that a pure diffusion misses. Better fat tails, at the cost of more complexity.

Where this is taught

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

← All Quant & Pricing terms & the full glossary