Be the first to rate this file! 27 Downloads (last 30 days) File Size: 3.69 MB File ID: #42515
image thumbnail

Monte Carlo Simulation for Portfolio Assets

by

 

08 Jul 2013 (Updated )

Simulate sample path allow us to see the pattern that assets price will face. Crucial to hedge risk.

| Watch this File

File Information
Description

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.

Required Products Financial Toolbox
MATLAB release MATLAB 8.1 (R2013a)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Updates
19 Jul 2013

I Create one Portfolio with two stocks.

Contact us