Stock Modeling
4
Po µ σ W(t) 10 0.15 0.2 0 1 0.04 1.1618342427283 -0.15523 0.969431613813 1.1571961880508 0.13296 1.0269487892342 1.1562708013044 0.364114 1.0755399452917 1.1553461545714 0.222859 1.045580065245 1.1544222472599 -0.32049 0.9379129421332 1.1534990787787 -0.43213 0.9172027976207 1.152576648537 0.358373 1.0743057944249 1.1516549559444 -0.07497 0.9851176384919 1.150734000411 0.298975 1.0616188546775 1.1498137813473 -0.19688 0.961388501138 1.1488942981646 -0.33012 0.9361092309876 1.1479755502742 0.253021 1.0519064190424 1.1470575370882 -0.33107 0.935929942338 1.1461402580191 0.169159 1.0344106037162 1.1452237124798 -0.16464 0.9676080830123 1.1443078998837 0.566457 1.119958297145 1.1433928196447 0.171189 1.034830583373 1.1424784711771 -0.49061 0.9065390790038 1.1415648538958 -0.11114 0.9780176566096 1.140651967216 0.296952 1.0611893995398 1.1397398105536 -0.05856 0.9883559057405 1.1388283833246 -0.33187 0.9357815144804 1.1379176849459 0.107285 1.0216889428804 1.1370077148345 0.231886 1.0474695349342 1.1360984724081 0.034878 1.0069998916049 1.1351899570848 -0.1319 0.9739656786912 1.134282168283 0.084857 1.0171163009671 1.1333751054219 -0.01823 0.9963602208055 1.1324687679209 Exp( σW(t)) σ ² Exp( µ-½σ²)t 0 5 10 15 20 0 2 4 6 8 10 12 14 Stochastic Price of St Time (d Price ($)
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Transcript of Stock Modeling
Po µ σ W(t)10 0.15 0.2 0 1 0.04 1.16183424272828
0.363253 1.075354696517 1.1571961880508-0.385646 0.9257702194982 1.15627080130441-0.274983 0.9464882878707 1.155346154571370.221278 1.0452494003948 1.15442224725991-0.142356 0.9719301943408 1.153499078778740.08296 1.0167304378896 1.15257664853701
-0.319288 0.9381385045616 1.151654955944370.210169 1.04292967139 1.15073400041095-0.093577 0.9814587073022 1.149813781347320.19134 1.0390096306817 1.14889429816455
-0.301342 0.9415117302942 1.147975550274180.385173 1.0800795357962 1.14705753708819-0.147948 0.9708438573131 1.14614025801907-0.185499 0.9635799603019 1.145223712479760.407583 1.084931335489 1.14430789988365-0.209389 0.9589869379738 1.14339281964465-0.001602 0.9996797511268 1.142478471177080.155551 1.0315992431829 1.141564853895780.114569 1.0231783090051 1.14065196721602-0.606919 0.8856940502948 1.139739810553560.009268 1.0018552396537 1.138828383324620.961765 1.2120982407943 1.13791768494588-0.659261 0.8764705897622 1.13700771483450.088337 1.0178244363996 1.13609847240810.064776 1.0130394843944 1.135189957084760.059856 1.0120431880532 1.13428216828302-0.338068 0.9346214558449 1.133375105421920.004606 1.0009216504864 1.13246876792092
Exp(σW(t)) σ² Exp(µ-½σ²)t
0 5 10 15 20 25 30 350
2
4
6
8
10
12
14
16
Stochastic Price of Stocks
P(t)
Time (days)
Pri
ce
($
)
0 5 10 15 20 25 30 350
2
4
6
8
10
12
14
16
Stochastic Price of Stocks
P(t)
Time (days)
Pri
ce
($
)
t(days) P(t) W(t)0 10 0.435515 12.4439635561199 0.0722586 10.70441073523 0.4579047 10.935216037383 0.7328878 12.0665916175083 0.511619 11.2112058380931 0.65396610 11.718597605683 0.57100611 10.8041185814056 0.89029412 12.0013463290594 0.68012613 11.2849474747943 0.77370214 11.9371224042832 0.58236215 10.8083244667403 0.88370516 12.3891337218974 0.49853117 11.1272322911709 0.64647918 11.0351461940798 0.83197819 12.4149549803136 0.42439520 10.9649877901231 0.63378421 11.4211259373407 0.63538622 11.7763743932304 0.47983423 11.6709035097943 0.36526524 10.094607690914 0.97218425 11.4094118290018 0.96291626 13.792680240916 0.00115227 9.96553822385163 0.66041228 11.5634878737323 0.57207529 11.4999224881487 0.50729930 11.4794254174105 0.44744331 10.592766910478 0.78551132 11.3351250831176 0.780905
0 5 10 15 20 25 30 350
2
4
6
8
10
12
14
16
Stochastic Price of Stocks
P(t)
Time (days)
Pri
ce
($
)
0 5 10 15 20 25 30 350
2
4
6
8
10
12
14
16
Stochastic Price of Stocks
P(t)
Time (days)
Pri
ce
($
)
