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Monte Carlo Simulation for Portfolio Assets

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Be the first to rate this file! 4 Downloads (last 30 days) File Size: 3.69 MB File ID: #42515 Version: 1.1
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Monte Carlo Simulation for Portfolio Assets

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08 Jul 2013 (Updated )

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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Updates
19 Jul 2013 1.1

I Create one Portfolio with two stocks.

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