If you’re gearing up for the SOA Exam C or CAS Exam 4, you’ve probably encountered the concept of geometric Brownian motion (GBM). It’s a cornerstone model for asset prices and fundamental in many actuarial and financial applications. While the theory can seem intimidating at first, understanding how to implement GBM practically is crucial—not just for passing the exam but for applying these concepts confidently in real-world problems. Let me walk you through the essentials, share some practical tips, and give you examples that will make this concept stick.