Stock Price Simulation

Discussion in 'Julia / MATLAB / SAS' started by laot, Jan 31, 2005.

  1. aktienkurs(T,s,v) simulates the development of a stock price at the financial market.
    The curve has some properties of a Brownian motion.

    T is the number of time intervals (1/T is the step size).
    s is the stock price at time zero.
    v indicates the volatility of the stock price (0 <= v <= 1).

    aktienkurs uses T = 500, s = 40, v = 0.3.

    This file was generated by students as a partial fulfillment
    for the requirements of the course "Fractals",
    Winter term 2004/2005, Stuttgart University.

    http://www.wealth-lab.cn/download.php?file=503bc0715610ddd5f64cd092ecb430c9