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Matlab File(s)

Title: Stock Price Simulation
Primary Author: M2-TUM
Other Authors:Fabian Hansch, Stefanie Schetter
Institution: TU Munich
Description: 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.

Keywords: Brown, Brownian motion, Braunsche Bewegung, fractal, Fraktale, Aktie, Aktienkurs, stock, price
File Name: aktienkurs.m
File Size: 2 KB
File Version: 1.0
Matlab Version: 7.0
Date: 2004-12-15
Downloads: 3856
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