Brownian motion is the most fundamental stochastic process in financial engineering. Except the precise Mathematical description, it may be hard for us to visualize it. Here, I provide three website for those who want to visualize Brownian motion to refer :)
http://www.phy.ntnu.edu.tw/ntnujava/index.php?topic=24
http://xanadu.math.utah.edu/java/brownianmotion/1/
http://www.stat.umn.edu/~charlie/Stoch/brown.html
All these contents are searched from the Internet, like Google.com, live.com, et al. If you think one of these pages infringes your copyrights, please let me know by click here. The relevant materials will be deleted within 24 hours.
