?? 股票運動路徑模擬.txt
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初始價格為20,預期無風險收益率為10%,波動率為30%,
到期時間為3個月,時間增量為3/20個月,模擬路徑次數為5的情況。
股票價格模擬結果
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股票價格 隨機抽樣值 股票價值變化
20.0000 -1.4693 -0.9607
19.0393 0.6872 0.4626
19.5020 -0.1402 -0.0673
19.4347 -1.5324 -0.9746
18.4601 0.0298 0.0416
18.5016 -0.3303 -0.1818
18.3198 0.6030 0.3934
18.7132 0.1310 0.1056
18.8188 1.5873 1.0254
19.8443 0.6353 0.4477
20.2919 -0.2641 -0.1544
20.1375 -0.3205 -0.1913
19.9462 0.4418 0.3205
20.2668 -0.1454 -0.0735
20.1933 1.5607 1.0823
21.2756 -0.3784 -0.2434
21.0321 0.2147 0.1778
21.2099 1.1226 0.8252
22.0351 1.8348 1.3836
23.4186 2.0078 1.6063
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股票價格 隨機抽樣值 股票價值變化
20.0000 -1.1835 -0.7689
19.2311 -0.3100 -0.1759
19.0551 1.2478 0.8213
19.8765 0.8076 0.5632
20.4397 -2.1942 -1.4788
18.9610 0.9763 0.6446
19.6056 -0.4542 -0.2741
19.3314 -0.0343 0.0019
19.3334 0.8325 0.5640
19.8974 0.0269 0.0428
19.9402 -1.3093 -0.8508
19.0894 -1.3505 -0.8408
18.2486 -0.6491 -0.3745
17.8741 0.9861 0.6135
18.4876 0.1471 0.1143
18.6019 1.4181 0.9081
19.5100 0.8369 0.5720
20.0820 -1.3849 -0.9077
19.1743 1.2099 0.8021
19.9764 -2.5520 -1.6850
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股票價格 隨機抽樣值 股票價值變化
20.0000 -1.3445 -0.8769
19.1231 1.0945 0.7259
19.8490 -0.8505 -0.5414
19.3075 0.5637 0.3892
19.6967 1.0858 0.7420
20.4387 0.9037 0.6451
21.0838 -0.4370 -0.2827
20.8011 0.1336 0.1192
20.9203 0.3874 0.2980
21.2183 0.6622 0.4978
21.7161 0.2740 0.2267
21.9428 1.5072 1.1367
23.0795 0.9391 0.7558
23.8353 -0.3090 -0.2173
23.6180 -1.6977 -1.3153
22.3027 -1.3802 -1.0046
21.2981 0.3896 0.3049
21.6031 -0.1512 -0.0826
21.5205 0.0854 0.0885
21.6090 1.2360 0.9228
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股票價格 隨機抽樣值 股票價值變化
20.0000 0.6799 0.4811
20.4811 0.6823 0.4943
20.9754 -2.7308 -1.8950
19.0804 -0.7016 -0.4252
18.6552 1.0142 0.6579
19.3131 2.4106 1.5857
20.8988 0.1979 0.1648
21.0636 0.1727 0.1483
21.2120 -1.2931 -0.8935
20.3184 -1.1935 -0.7880
19.5304 0.3928 0.2817
19.8121 1.4658 0.9988
20.8110 0.3567 0.2750
21.0860 1.0625 0.7778
21.8638 -0.0026 0.0254
21.8892 0.0313 0.0504
21.9396 0.0200 0.0421
21.9817 -0.4631 -0.3140
21.6678 0.9666 0.7296
22.3974 1.0277 0.8000
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股票價格 隨機抽樣值 股票價值變化
20.0000 2.3507 1.6019
21.6019 -0.2812 -0.1768
21.4252 0.3410 0.2718
21.6970 -0.6432 -0.4410
21.2560 1.1863 0.8724
22.1283 1.0407 0.8001
22.9284 0.1481 0.1425
23.0710 1.4328 1.1376
24.2085 0.0614 0.0801
24.2886 -0.0472 -0.0081
24.2806 -2.4543 -1.9684
22.3122 1.1126 0.8605
23.1727 0.4934 0.4125
23.5851 1.8143 1.4647
25.0499 -0.9568 -0.7726
24.2773 -0.6109 -0.4671
23.8102 -1.0141 -0.7801
23.0300 1.3172 1.0463
24.0763 1.4748 1.2211
25.2974 0.7357 0.6558
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到期瞬時股票平均價格 22.9998
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