When people think about investing, they typically consider stocks and the stock market. Unlike Treasury securities, investing in equities like stocks involves purchasing shares in a publicly traded company on an exchange, which comes with significant risks due to share price fluctuations. Predicting exact future share prices is likely an unsolvable problem, but using the power of modeling, you can predict a range of possible future equity share price values.
In this course, you will discover how to use tools in the Julia programming language to simulate and analyze equity share price distributions. You will explore different approaches, from approximating future prices using discrete lattice models to using continuous stochastic modeling to simulate the prices over time for individual stocks and groups of stocks. By the end of the course, you will be able to predict future share price distributions, understand the statistical properties of these distributions, and evaluate the various methods for modeling share prices.
You are required to have completed the following course or have equivalent experience before taking this course:- Quantitative Modeling of Fixed Income Debt Securities
