0 个投票

stock = 100;
delta_t = 1 / 365;
volatility = 0.1;
for i = 1 : 5
stock = stock .* exp( volatility .* sqrt ( delta_t ) .* randn(1) );
disp( stock )
end
t = 1 : 5 plot(stock,t)
------------------------
Anyone could help please? Thank you
Tony

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Wayne King
Wayne King 2013-10-8
编辑：Wayne King 2013-10-8

0 个投票

You are not assigning the output stock to a vector, so you are just getting the latest result from the for loop.
stock = zeros(5,1);
delta_t = 1 / 365;
volatility = 0.1;
initstock = 100;
for ii = 1 : 5
stock(ii) = initstock .* exp( volatility .* sqrt ( delta_t ) .* randn(1) );
initstock = stock(ii);
end
t = 1:length(stock);
plot(t,stock)

1 个评论
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Tiancong Sui
Tiancong Sui 2013-10-8
Thank you !!!!! I started to use Matlab 2 days ago and this is the first task for me, thank you for your great help!

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更多回答（1 个）

Tiancong Sui
Tiancong Sui 2013-10-8

0 个投票

stock = 100;
delta_t = 1 / 365;
volatility = 0.1;
for i = 1 : 5
stock = stock .* exp( volatility .* sqrt ( delta_t ) .* randn(1) );
disp( stock )
end
t = 1 : 5
plot(stock,t)
--------------------
A better version, the one above is crumbled up.

2 个评论
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Matthew Crema
Matthew Crema 2013-10-8
I'm guessing you want to save the value of stock in each iteration of the for loop. Try:
for i = 2 : 5
stock(i) = stock(i-1) .* exp( volatility .* sqrt ( delta_t ) .* randn(1) );
disp( stock )
end
Tiancong Sui
Tiancong Sui 2013-10-8
To Matthew, thank you! yes you are right, I was trying to do the iteration. Thanks you!

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