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Colculation Geometric Brownian Motion with deposits.
http://www.talkstats.com/showthread.php/58946-Colculation-Geometric-Brownian-Motion-with-deposits.?goto=newpost
Sat, 20 Dec 2014 20:00:14 GMTHi all.
There is a way of colculation a future standart diviation of a portfolio if you know the daily standart diviation and the mean.
...Hi all.
There is a way of colculation a future standart diviation of a portfolio if you know the daily standart diviation and the mean.

the problem i have is how to calculate the standart diviation of the same portfolio with deposits.
lets say for example that i have a portfolio with a daily standart diviation of 1% and a daily mean return on 0.05%. i am starting with 1000$ and i add 1$ every day for 500 days. what will be the var or the standart diviation of the sum after 500 days.

i dont need the answer but the formula, if posible plese refer me to a paper on that matter. i need it for some calculation i am trying to do at work. meanwhile i am using a Monte-Carlo simulation and it is taking too muth time and it is not acurate....

thank you, please help.
]]>Statistical Researchborislivshttp://www.talkstats.com/showthread.php/58946-Colculation-Geometric-Brownian-Motion-with-deposits.How to alculate cross loadings of each item in SPSS ?
http://www.talkstats.com/showthread.php/58943-How-to-alculate-cross-loadings-of-each-item-in-SPSS?goto=newpost
Sat, 20 Dec 2014 05:04:14 GMTHello
Can someone give me the way to do it in SPSSHello

Can someone give me the way to do it in SPSS
]]>Statistical Researchhanialbarnihttp://www.talkstats.com/showthread.php/58943-How-to-alculate-cross-loadings-of-each-item-in-SPSS