Simple simulation of stock price

Question

N/A 2017-8-18

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/353156-simple-simulation-of-stock-price

评论： N/A 2017-8-18

I am new with MATLAB. Could you help out with simulating X amount of what is inside the loop?

r = 0.02;
sigma = .2;
S_0 = 10;
dt = 1/4000;
wp = sqrt(dt);  
S_1 = S_0*(1+r*dt+sigma*wp*normrnd(0,1));  
for i = 1:1000   
    S_1 = S_1*(1+r*dt+sigma*wp*normrnd(0,1));  
end  
disp(S_1)

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Image Analyst 2017-8-18

What do you mean by "X amount"? I don't see any variable X in the code either. And by "what is inside the loop" do you mean S_1? If X is some fraction, then X amount of S_1 is simply X*S_1.

See this link

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Kuifeng 2017-8-18

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/353156-simple-simulation-of-stock-price#answer_278361

在 MATLAB Online 中打开

In the loop, does this answer to your question?

for i = 1:1000   
    S_1(i+1) = S_1(i)*(1+r*dt+sigma*wp*normrnd(0,1));  
end

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

N/A 2017-8-18

Thanks, These three lines generate stock price after 1000 steps. I need to generate, for example, 10000 of these stock prices. Because, as I understand, your answer gives a vector with just the history of getting to that 1000th value. So, basically I need 10000 stock prices after 1000 steps.

请先登录，再进行评论。