In this tutorial we will learn how to simulate a well-known stochastic process called geometric Brownian motion. This code can be found on my website and is implemented in Python. The mathematic notation and explanations are from Steven Shreve's book Stochastic Calculus for Finance II.

We will not be describing or explaining what the stochastic differential equation (SDE) means or how to understand its dynamics using Ito calculus. This will be on the agenda for the following video.

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