matlab question please need answer very quickly.. it is a challenge for you as well !

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Lindsay Mahoney
Lindsay Mahoney 2013-5-11
Let S(t) be the price of one share of a particular company at time t. If the price S(t+1) at time t+1 can either take the value of uS(t) with probability p(1) ( where u > 1), remain the same with probability p(2) or go down to dS(t) with probability 1 - p(1) - p(2) ( where 0<d<1), create a Matlab function that simulates {S(t)} from t=0 to 20 for given u,d,p(1),p(2) and plots S(t) against t. Hence, by counting the number of paths, calculate the probability that S(6)=S(0)*u^2*d^3. USE THE COMMAND RAND.
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Jan
Jan 2013-5-13
Wow, Lindsay, this is bold. At first you claim the you need the answer quickly and try to push us. Then you remove the question, what is unfriendly. This reduces your chances, that you get any answers in the future.
Randy Souza
Randy Souza 2013-5-24
I've restored the original text of this question for future reference, though I have misgivings about it hanging around (it should probably be closed or deleted).
@Lindsay, in the future please do not edit away your questions--as many contributors have pointed out, it makes it very unlikely that you'll receive help in the future.

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回答（2 个）

Image Analyst
Image Analyst 2013-5-11
编辑：Image Analyst 2013-5-12
It's not really a challenge for us - not difficult enough. Homework Hint:
randomNumber = rand(1)
if randomNumber < p(1)
% Case 1
S(t) = u * S(t-1);
elseif randomNumber < p(1) + p(2)
% Case 2: Price remains the same.
else
% Case 3: Price decreases.
S(t) = d * S(t-1);
end
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Image Analyst
Image Analyst 2013-5-12
(Sigh. Then sound of hand slapping forehead) I give up. You don't even know what a for loop is, and then you edit the question, essentially removing it. I gave you 99% of the answer. but apparently you can't continue unless I give you all 100%. Really - I'm done here. Good luck.
http://www.mathworks.com/matlabcentral/answers/6200-tutorial-how-to-ask-a-question-on-answers-and-get-a-fast-answer
http://www.mathworks.com/matlabcentral/answers/8626-how-do-i-get-help-on-homework-questions-on-matlab-answers
To find out "for" and "end" are used for, look here: For loops

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Youssef Khmou
Youssef Khmou 2013-5-11
hi, i think there was a similar question just two days a go :
try to enhance this version:
u=1.33;
d=0.75;
p1=0.44;
p2=0.25;
p3=1-p1-p2;
t=0:1:20;
St=zeros(size(t));
St(1)=400; % S(t=0)=S0
for n=1:length(t)-1
r=rand(1); % ~(Uniform)
if r>p3 && r<p2
St(n+1)=d*St(n);
elseif r>p2 && r<p1
St(n+1)=St(n);
elseif r>p1
St(n+1)=u*St(n);
end
end
figure, plot(t,St), xlabel('time (DISCRET)'), ylabel(' PRICE in $');
%

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