Monte Carlo Simulation for Portfolio Assets

버전 1.1.0.0 (3.69 MB) 작성자: Wilson Amoretty Palmeiro
Simulate sample path allow us to see the pattern that assets price will face. Crucial to hedge risk.
4.0
(1)
다운로드 수: 933
업데이트 날짜: 2013/7/19

라이선스 보기

I created one portfolio with two shares. And i´m worried with price risk.
So, i simulated 1000 sample path.
The result show that my portfolioprice will change during one year.

인용 양식

Wilson Amoretty Palmeiro (2025). Monte Carlo Simulation for Portfolio Assets (https://kr.mathworks.com/matlabcentral/fileexchange/42515-monte-carlo-simulation-for-portfolio-assets), MATLAB Central File Exchange. 검색 날짜: .

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개발 환경: R2013a
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버전 게시됨 릴리스 정보
1.1.0.0

I Create one Portfolio with two stocks.
1.0.0.0