Financial Model Simulator

Factor Model Inputs

Number of Assets:

Simulation Duration:

Factor Volatility:

Random Seed:

Initial Price:

Initial Variance:

Mean Reversion Speed (kappa):

Long-Term Variance (theta):

Volatility of Variance (sigma_v):

Correlation (rho):

Time Step Size (dt):

Idiosyncratic Volatility:

Factor Exposures (comma-separated):

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