monte_carlo_paths: Monte Carlo Simulation of Stock Price Paths

In barryquinn1/tsfe: Time series financial econometrics

Monte Carlo Simulation of Stock Price Paths

Description

Simulates multiple possible future paths of a stock price using a Monte Carlo method.

Usage

monte_carlo_paths(
  days = 250,
  mean = 1.001,
  sd = 0.005,
  S0 = 40,
  number_of_possible_futures = 1000
)

Arguments

days	Number of days to simulate.
mean	Mean of the daily returns.
sd	Standard deviation of the daily returns.
S0	Initial stock price.
number_of_possible_futures	Number of paths to simulate.

Value

A tibble containing the simulated paths.

Examples

monte_carlo_paths(days = 250, mean = 1.001, sd = 0.005, S0 = 40, number_of_possible_futures = 1000)

barryquinn1/tsfe documentation built on Jan. 23, 2025, 2:09 a.m.