Simulate daily price returns using the geometric Brownian motion (4.3.7) for four years. Use equation (4.2.15) for
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Simulate daily price returns using the geometric Brownian motion (4.3.7) for four years. Use equation (4.2.15) for approximating DW. Assume that S(0) ¼ 10, m ¼ 10%, s ¼ 20% (m and s are given per annum). Assume 250 working days per annum.
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Related Book For 
Quantitative Finance For Physicists An Introduction
ISBN: 9780120884643
1st Edition
Authors: Anatoly B. Schmidt
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