Monte Carlo Simulation for Portfolio Assets

版本 1.1.0.0 (3.7 MB) 作者: Wilson Amoretty Palmeiro
Simulate sample path allow us to see the pattern that assets price will face. Crucial to hedge risk.
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更新时间 2013/7/19

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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.

引用格式

Wilson Amoretty Palmeiro (2024). Monte Carlo Simulation for Portfolio Assets (https://www.mathworks.com/matlabcentral/fileexchange/42515-monte-carlo-simulation-for-portfolio-assets), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.1.0.0

I Create one Portfolio with two stocks.
1.0.0.0