File:GBM density develop.png
From Wikimedia Commons, the free media repository
Jump to navigation
Jump to search
Size of this preview: 800 × 600 pixels. Other resolutions: 320 × 240 pixels | 640 × 480 pixels | 1,024 × 768 pixels | 1,200 × 900 pixels.
Original file (1,200 × 900 pixels, file size: 31 KB, MIME type: image/png)
File information
Structured data
Captions
Summary
[edit]DescriptionGBM density develop.png |
Deutsch: Geometrische Brownsche Bewegung als Modell für Aktienkurse: Entwicklung der Dichte der Zufallsgröße "Aktienpreis" mit der Zeit
R-Quelltext: S0=100 mu=0.1 sigma=0.1 time=seq(from=0.25, to=1.1, length=40) range=seq(from=1.01*S0, to=1.12*S0, length=40) prob=matrix(nrow=length(range),ncol=length(time)) for (t in 1:length(time)) { prob[,t]=dlnorm(x=range, meanlog = log(S0)+(mu-sigma^2/2)*time[t], sdlog =sigma^2*time[t] ) } png(filename = "GBM_density_develop.png", width=1200, height=900, pointsize = 12) par(bg="lightgrey") persp(x=range,y=time,z=prob,xlab="S",ylab="time", zlab="density", theta = 152, phi = 25, expand = 0.8, col = "lightgreen", ltheta = 120, shade = 0.75, ticktype = "detailed")dev.off() |
Date | 17 June 2005 (original upload date) |
Source | Selbst erstellt mit GNU R. |
Author | Thomas Steiner |
PNG development InfoField | This diagram was created with R. |
Licensing
[edit]Thire at the German-language Wikipedia, the copyright holder of this work, hereby publishes it under the following license:
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.http://www.gnu.org/copyleft/fdl.htmlGFDLGNU Free Documentation Licensetruetrue |
This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported license. | ||
Attribution: Thire | ||
| ||
This licensing tag was added to this file as part of the GFDL licensing update.http://creativecommons.org/licenses/by-sa/3.0/CC BY-SA 3.0Creative Commons Attribution-Share Alike 3.0truetrue |
Original upload log
[edit]Transferred from de.wikipedia to Commons by Alletto.
The original description page was here. All following user names refer to de.wikipedia.
- 2005-06-17 13:15 Thire 1200×900× (31900 bytes)
File history
Click on a date/time to view the file as it appeared at that time.
Date/Time | Thumbnail | Dimensions | User | Comment | |
---|---|---|---|---|---|
current | 21:43, 2 January 2011 | 1,200 × 900 (31 KB) | Alletto (talk | contribs) | {{Information |Description={{de|Geometrische Brownsche Bewegung als Modell für Aktienkurse: Entwicklung der Dichte der Zufallsgröße "Aktienpreis" mit der Zeit R-Quelltext: S0=100 mu=0.1 sigma=0.1 time=seq(from=0.25, to=1.1, length=40) range=se |
You cannot overwrite this file.
File usage on Commons
There are no pages that use this file.
File usage on other wikis
The following other wikis use this file:
- Usage on de.wikibooks.org