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Monte Carlo Simulation for Portfolio Assets

by Wilson Amoretty Palmeiro

 

08 Jul 2013 (Updated 19 Jul 2013)

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

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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)
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data import, finance, monte carlo simulation, statistics
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Updates
19 Jul 2013

I Create one Portfolio with two stocks.

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