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.