第13章模拟股价路径(德意志银行Excel金融工程建模)

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10.00漂移率12%波动率30%无风险利率6%每年交易天数250输出第n天标准正态分布随机数股价010R1R2R3 R4 R5 R6 R71-0.031735755100.01 0.70.990.40.710.160.352-1.4769596649.720.460.30.320.250.180.360.953-2.1023760119.340.240.20.220.070.080.370.1640.7523689319.480.560.30.380.180.370.960.75-0.3179595049.430.070.60.540.170.760.740.3962.3230412539.850.940.90.230.90.740.70.3670.3333123689.910.280.60.960.660.040.970.18-0.1663874679.890.430.10.430.70.070.450.929-0.7920729239.740.030.30.310.340.870.180.39100.1462508469.770.610.90.710.340.010.670.5111-0.1958768479.740.530.50.710.630.450.210.3612-0.0487334489.740.950.40.110.030.810.440.7813-1.5046176389.460.620.30.290.50.040.030.09140.8388042359.620.780.60.690.350.60.60.5815-0.8593407169.470.230.60.30.860.470.530.716-0.1763503699.440.660.10.480.240.450.740.01172.1290065279.830.820.40.370.830.320.830.8180.1494653289.860.60.80.950.780.140.240.2719-0.8581560999.70.32 00.670.990.960.260.69201.99471291610.10.810.40.960.610.70.750.25210.6366025910.20.780.30.790.60.310.310.77220.69985905210.30.670.90.890.790.50.830.2923-0.5345773110.20.660.30.130.070.40.940.62240.09083011110.30.890.90.310.450.990.320.31250.5784581110.40.740.40.710.30.260.460.89260.52855966310.50.850.20.770.370.210.810.0127-0.26481298510.40.690.40.520.780.50.830.05280.44064425610.50.620.80.610.30.140.270.8929-0.97605428710.30.430.90.480.1 0.360.060.2430-0.19801998110.30.290.60.70.1 0.930.780.87310.96760354310.50.40.1 0.60.230.380.880.9432-0.76696733310.40.22 0.70.480.880.450.290.0633-1.31461895910.10.730.20.270.820.490.380.4434-1.6932012229.780.8600.1 0.620.320.150.3812个从0和1之间平均分布02468101214050股价时间35-0.2386808099.750.05 0.40.4 0.25 0.98 0.86 0.4936-1.6648330139.440.63 0.1 0.23 0.04 0.33 0.31 0.4137-0.990751739.270.81 0.3 0.27 0.09 0.74 0.1 0.0838-0.7100398499.150.53 0.3 0.17 0.47 0.43 0.7 0.6139-0.90488774590.44 0.7 0.41 0.9 ...