SimGBM: Single Path Stock Price Simulation for Geometric Brownian...
In thanhuwe8/fineng: What the Package Does (One Line, Title Case)
Description
Usage
Arguments
Value
Examples
Description
Single Path Stock Price Simulation for Geometric Brownian Motion
Usage
1
Arguments
S0
Initial Stock Price
mu
Annualized return in decimal format
sigma
Annualized standard deviation in decimal format
time
Time index (eg: 1,2,3,etc)
steps
steps per Time Index (eg: 100, 200)
type
"Continuous or Discrete"
Value
a vector of stock price based
Examples
1
SimGBM(100,0.03,0.25,2,100,"discrete")
thanhuwe8/fineng documentation built on June 9, 2019, 2:43 p.m.
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Description Usage Arguments Value Examples
Description
Single Path Stock Price Simulation for Geometric Brownian Motion
Usage
1 |
Arguments
S0 |
Initial Stock Price |
mu |
Annualized return in decimal format |
sigma |
Annualized standard deviation in decimal format |
time |
Time index (eg: 1,2,3,etc) |
steps |
steps per Time Index (eg: 100, 200) |
type |
"Continuous or Discrete" |
Value
a vector of stock price based
Examples
1 | SimGBM(100,0.03,0.25,2,100,"discrete")
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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