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002.模拟股价路径

来源:动视网 责编:小OO 时间:2025-09-25 12:47:35
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002.模拟股价路径

股价路径的模拟注:只要将鼠标移到上面的“编辑框”,然后单击“编辑框”左边的“确认符”,本程输入初始股价4.00漂移率10%波动率40%每年交易天数242输出12个从0和1之间平均第n天标准正态分布随机数股价04.00R1R2R3R4R5R611.1492704584.11990.960.70.970.880.960.3320.4011539724.110.190.30.860.750.730.373-0.712414124.050.380.10.970.110.320.554-0.17
推荐度:
导读股价路径的模拟注:只要将鼠标移到上面的“编辑框”,然后单击“编辑框”左边的“确认符”,本程输入初始股价4.00漂移率10%波动率40%每年交易天数242输出12个从0和1之间平均第n天标准正态分布随机数股价04.00R1R2R3R4R5R611.1492704584.11990.960.70.970.880.960.3320.4011539724.110.190.30.860.750.730.373-0.712414124.050.380.10.970.110.320.554-0.17
股价路径的模拟 注:只要将鼠标移到上面的“编辑框”,然后单击“编辑框”左边的“确认符”,本程输入

初始股价 4.00

漂移率10%

波动率40%

每年交易天数242

输出

12个从0和1之间平均第n天标准正态分布随机数股价

0 4.00R1R2R3R4R5R6

1 1.149270458 4.11990.960.70.970.880.960.33

20.401153972 4.110.190.30.860.750.730.37

3-0.71241412 4.050.380.10.970.110.320.55

4-0.175007313 4.07280.5200.480.720.670.75

50.227698571 4.09830.260.50.250.990.0.95

6 2.124487374 4.32390.730.90.910.310.660.66

7-0.330861792 4.280.0.30.050.620.380.04

8-1.295032081 4.14780.010.70.110.330.010.03

9-1.999313986 3.93630.240.30.680.320.590.37

10-1.5617472 3.77990.380.70.8100.10.15

110.917417113 3.87060.0.10.980.050.20.6

12-0.401447357 3.83230.40.40.620.220.140.92

13 1.459322572 3.97760.70.40.910.0.850.82

140.39043935 4.01920.240.60.360.540.810.62

15-0.097836849 4.01080.320.50.530.350.010.82

16-0.425211712 3.96860.740.30.470.60.360.55

17-0.174346987 3.95240.870.50.850.170.260.11

18-2.416740817 3.70840.180.70.340.010.430.26

19-2.020099404 3.51730.50.20.160.50.880.04

20-1.73434734 3.36190.910.40.060.320.280.13

21-0.025653966 3.361100.40.750.480.430.6

22-1.046933436 3.2720.610.20.690.720.50.11

230.874976724 3.3470.740.20.970.520.860.37

24-1.628872126 3.20820.340.30.480.450.090.77

250.810418375 3.270.160.90.820.110.870.7

260.515550998 3.32120.740.30.790.420.710.07

27-2.108558262 3.14250.030.500.420.070.16

28-0.837411767 3.07610.660.70.250.850.50.29

29-0.504609802 3.03750.540.90.140.830.310.19

300.473700132 3.07570.390.40.830.250.560.16

31-0.6943215 3.02170.10.70.670.510.520.13

320.449807205 3.05790.860.10.630.20.770

33-0.800167901 2.99620.40.40.420.250.30.63

340.9429272 3.07010.530.20.610.40.070.83

35 1.001190692 3.15040.190.80.780.840.060.0436-0.659466034 3.09830.80.60.860.290.320.2 370.457342332 3.1360.250.30.0.10.060.73 380.458376626 3.17430.730.50.480.170.610.68 390.074434449 3.18170.370.70.460.490.980.2 40-0.21247994 3.16560.6110.030.30.590.86 41-0.352454506 3.13820.710.90.20.170.110.48 42-0.47667 3.10110.580.10.330.760.690.02 430.497830699 3.1420.620.90.330.060.980.31 44-1.804280993 2.99760.2100.880.280.530.17 45 1.312788384 3.10.230.90.860.030.690.6 460.804352969 3.16540.250.10.380.710.880.48 470.036820072 3.16970.760.30.030.320.090.08 48-0.460111906 3.13350.00.090.460.820.48 49 1.047654402 3.21920.0.60.150.690.460.27 500.214386848 3.23830.960.30.580.620.30.58 51-1.490669568 3.11550.3700.160.280.40.34 52-2.17731155 2.94240.130.60.30.120.10.97 530.582940079 2.98770.610.60.470.040.420.53 54-0.601790825 2.94270.510.10.580.390.480.07 550.429787191 2.970.130.90.240.290.80.9 56-1.28783735 2.87910.0.20.410.210.310.24 57 1.154692361 2.96580.0.80.540.190.760.65 58-1.388033216 2.86110.290.50.160.440.260.58 59-1.693505409 2.73770.2810.020.860.130.37 600.361494881 2.730.010.60.170.440.390.95 610.005883151 2.76590.260.80.630.590.350.17 620.038438271 2.76980.490.50.780.490.730.27 63-1.582491121 2.65820.010.10.360.90.480.03 0.5521009 2.6970.420.80.0.450.720.01 650.320066121 2.72030.540.80.650.930.160.91 66 1.409461606 2.82010.90.80.70.850.140.76 67-0.799737104 2.76320.0.30.770.740.390.78 68-0.520873113 2.72740.190.80.260.440.730.13 690.433875386 2.750.70.70.170.850.20. 700.107004921 2.76770.90.60.050.110.710.07 71-1.292927887 2.67680.4100.320.270.150.21 72-1.741258263 2.5580.2600.510.510.040.19 73-0.104991947 2.55220.230.110.830.510.88 74-0.1679447 2.54230.770.60.380.440.860.55 75-1.999060334 2.41270.6600.020.250.480.26 760.210598557 2.42680.20.80.550.560.190.98 77-0.876251027 2.37310.1610.920.370.440.06 780.114057615 2.3810.130.40.760.860.860.81 79 1.269714511 2.45970.840.30.450.060.80.68 800.105757038 2.46740.090.40.610.160.750.17 81-1.394749048 2.380.20.10.050.840.450.28 82-0.686238088 2.3390.880.10.670.30.140.14

830.981135544 2.390.230.70.650.740.0.92 84-0.506079677 2.36870.190.70.680.310.520.09 850.418055746 2.39520.510.80.170.980.20.63 86-0.44078148 2.3690.1910.320.190.320.45 870.488327956 2.39970.470.20.730.60.150.97 88-1.06356504 2.33510.20.20.470.940.50.13 0.735070043 2.38020.190.70.80.880.770.04 90 1.158680298 2.45210.770.20.80.260.740.83 910.602473835 2.49110.550.30.70.350.570.2 92-0.560163228 2.45620.410.10.340.250.360.47 93 1.173694206 2.53140.860.70.310.260.920.61 940.545463112 2.56790.710.80.180.910.70.2 95-1.108639527 2.49580.290.40.550.380.350.17 960.42331928 2.5240.760.90.630.910.040.74 97-0.039571854 2.52250.070.60.50.520.880.36 98 1.734555494 2.6360.110.80.430.770.770.53 99-0.673472152 2.59140.0100.220.370.850.76 100-1.196178268 2.51280.4500.390.770.0.03 101 1.519098421 2.6120.560.30.220.960.990.7 1020.651417885 2.65680.360.70.770.860.130.02 1030.839507021 2.71530.140.300.730.970.86 1040.7790803 2.77080.2410.770.970.810.08 1050.269395393 2.79110.020.60.80.490.240.61 1060.717081413 2.84370.090.40.930.810.0. 1070.282726846 2.86560.650.70.960.320.030.4 108-0.433496314 2.83480.510.510.40.410.37 1090.750110097 2.070.290.80.290.050.780.72 110-0.703916778 2.83960.390.40.060.150.180. 111-0.42247588 2.80990.190.20.790.510.240.48 112 1.798513806 2.9410.910.080.260.690.79 113-0.401249206 2.91190.850.10.440.0.90.78 114-1.078725778 2.83230.110.30.470.280.520.83 115 1.443594608 2.93860.750.40.940.240.370. 116 1.039801886 3.01840.750.70.190.520.970.74 117 1.352691024 3.12460.690.20.680.4400.79 1180.254619087 3.140.080.90.270.820.520.86 119-1.471098165 3.02870.020.40.020.090.90.54 1200.203063692 3.04570.250.90.590.0.990.22 121 1.416781048 3.15790.010.70.930.510.970.24 122-0.74060124 3.09910.4610.880.210.660.17 1230.5880196 3.15180.960.60.120.810.260.95 1240.16797 3.20520.820.70.130.780.620.01 1250.28617 3.25950.880.70.910.590.370.26

辑框”左边的“确认符”,本程序会自动生成新的路径。

R7R8R9R10R11R120.770.20.920.070.290.10.760.20.460.50.830.470.90.90.180.10.770.070.430.60.260.510.450.440.510.20.870.860.010.20.60.50.720.520.930.650.270.50.570.850.870.270.650.30.60.950.080.940.130.30.470.040.240.320.270.30.290.790.370.210.720.80.470.470.860.80.110.920.120.330.460.270.30.120.910.60.910.160.70.340.960.850.210.390.60.210.930.810.510.220.50.070.470.960.30.620.80.490.040.990.20.010.40.420.150.670.010.420.30.070.430.110.30.590.10.360.190.770.180.940.10.130.610.920.570.030.50.430.090.350.70.960.70.630.180.520.210.030.40.170.430.610.290.660.70.020.860.520.520.810.90.0.120.660.140.590.70.080.570.340.370.390.10.540.110.760.040.380.70.730.550.150.020.0210.510.790.950.590.250.90.050.910.170.410.0.30.870.730.790.230.530.20.10.220.970.770.960.40.460.70.910.840.790.50.83

0.840.40.97

间平均分布随机数

文档

002.模拟股价路径

股价路径的模拟注:只要将鼠标移到上面的“编辑框”,然后单击“编辑框”左边的“确认符”,本程输入初始股价4.00漂移率10%波动率40%每年交易天数242输出12个从0和1之间平均第n天标准正态分布随机数股价04.00R1R2R3R4R5R611.1492704584.11990.960.70.970.880.960.3320.4011539724.110.190.30.860.750.730.373-0.712414124.050.380.10.970.110.320.554-0.17
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