股票运动路径模拟.txt

利用montecarlo 方法计算股票价格

初始价格为20，预期无风险收益率为10％，波动率为30％，
到期时间为3个月，时间增量为3/20个月，模拟路径次数为5的情况。



股票价格模拟结果
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股票价格	随机抽样值	股票价值变化
20.0000		-1.4693		-0.9607
19.0393		0.6872		0.4626
19.5020		-0.1402		-0.0673
19.4347		-1.5324		-0.9746
18.4601		0.0298		0.0416
18.5016		-0.3303		-0.1818
18.3198		0.6030		0.3934
18.7132		0.1310		0.1056
18.8188		1.5873		1.0254
19.8443		0.6353		0.4477
20.2919		-0.2641		-0.1544
20.1375		-0.3205		-0.1913
19.9462		0.4418		0.3205
20.2668		-0.1454		-0.0735
20.1933		1.5607		1.0823
21.2756		-0.3784		-0.2434
21.0321		0.2147		0.1778
21.2099		1.1226		0.8252
22.0351		1.8348		1.3836
23.4186		2.0078		1.6063
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股票价格	随机抽样值	股票价值变化
20.0000		-1.1835		-0.7689
19.2311		-0.3100		-0.1759
19.0551		1.2478		0.8213
19.8765		0.8076		0.5632
20.4397		-2.1942		-1.4788
18.9610		0.9763		0.6446
19.6056		-0.4542		-0.2741
19.3314		-0.0343		0.0019
19.3334		0.8325		0.5640
19.8974		0.0269		0.0428
19.9402		-1.3093		-0.8508
19.0894		-1.3505		-0.8408
18.2486		-0.6491		-0.3745
17.8741		0.9861		0.6135
18.4876		0.1471		0.1143
18.6019		1.4181		0.9081
19.5100		0.8369		0.5720
20.0820		-1.3849		-0.9077
19.1743		1.2099		0.8021
19.9764		-2.5520		-1.6850
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股票价格	随机抽样值	股票价值变化
20.0000		-1.3445		-0.8769
19.1231		1.0945		0.7259
19.8490		-0.8505		-0.5414
19.3075		0.5637		0.3892
19.6967		1.0858		0.7420
20.4387		0.9037		0.6451
21.0838		-0.4370		-0.2827
20.8011		0.1336		0.1192
20.9203		0.3874		0.2980
21.2183		0.6622		0.4978
21.7161		0.2740		0.2267
21.9428		1.5072		1.1367
23.0795		0.9391		0.7558
23.8353		-0.3090		-0.2173
23.6180		-1.6977		-1.3153
22.3027		-1.3802		-1.0046
21.2981		0.3896		0.3049
21.6031		-0.1512		-0.0826
21.5205		0.0854		0.0885
21.6090		1.2360		0.9228
------------------------------------------------
股票价格	随机抽样值	股票价值变化
20.0000		0.6799		0.4811
20.4811		0.6823		0.4943
20.9754		-2.7308		-1.8950
19.0804		-0.7016		-0.4252
18.6552		1.0142		0.6579
19.3131		2.4106		1.5857
20.8988		0.1979		0.1648
21.0636		0.1727		0.1483
21.2120		-1.2931		-0.8935
20.3184		-1.1935		-0.7880
19.5304		0.3928		0.2817
19.8121		1.4658		0.9988
20.8110		0.3567		0.2750
21.0860		1.0625		0.7778
21.8638		-0.0026		0.0254
21.8892		0.0313		0.0504
21.9396		0.0200		0.0421
21.9817		-0.4631		-0.3140
21.6678		0.9666		0.7296
22.3974		1.0277		0.8000
------------------------------------------------
股票价格	随机抽样值	股票价值变化
20.0000		2.3507		1.6019
21.6019		-0.2812		-0.1768
21.4252		0.3410		0.2718
21.6970		-0.6432		-0.4410
21.2560		1.1863		0.8724
22.1283		1.0407		0.8001
22.9284		0.1481		0.1425
23.0710		1.4328		1.1376
24.2085		0.0614		0.0801
24.2886		-0.0472		-0.0081
24.2806		-2.4543		-1.9684
22.3122		1.1126		0.8605
23.1727		0.4934		0.4125
23.5851		1.8143		1.4647
25.0499		-0.9568		-0.7726
24.2773		-0.6109		-0.4671
23.8102		-1.0141		-0.7801
23.0300		1.3172		1.0463
24.0763		1.4748		1.2211
25.2974		0.7357		0.6558
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到期瞬时股票平均价格 22.9998