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A package to simulate Geometric Brownian Motion

Project description

pygbm

This project simulates Brownian motion and geometric Brownian motion (GBM) for stochastic processes. It includes classes for creating and visualizing these simulations.

Project Structure

  • Dockerfile: Configuration for Docker to set up the project environment.
  • pygbm/: Main package directory containing the source code.
  • docs/: Documentation generated by Sphinx.
  • requirements.txt: Dependencies for the project.

Installation

  1. Clone the repository:
    git clone https://github.com/elizabethsztan/pygbm.git
    

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