Monte Carlo Simulation : Brownian Motion

jairamjana

Member
I have applied the concept in a excel worksheet to model weekly stock prices and stock returns for Starbucks.

GBM_Parameters.png

@David Harper CFA FRM .. Please let me know if this is an ok approach..

P.S. By using Oracle's Crystal Ball tool I got the interval prices as 48 $ and 80$ at the 95% Confidence Interval on 03, June 2016.. It's lognormally distributed too. Just extra information.
MC_Simulation.png
 

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