This uses simple random number generation to create a random walk for a stock price model. The model is built from the equation $$ S(t+\Delta t) = S(t) + \Delta S $$ where $$ \Delta S = \mu S(t) \Delta t + \sigma S(t) \sqrt{\Delta t} \phi $$ where $\phi$ is a normally distributed random number with mean 0 and variance 1.
Starting Value $(S_0)$:
Growth Rate $(\mu)$:
Standard Deviation $(\sigma)$:
Total time $(T)$:
Number of steps $\bigg( n = \frac{T}{\Delta t} \bigg)$:
Number of paths to plot:
Growth Rate $(\mu)$:
Standard Deviation $(\sigma)$:
Total time $(T)$:
Number of steps $\bigg( n = \frac{T}{\Delta t} \bigg)$:
Number of paths to plot:
Results will appear here.