Plotting graphs over each other for N iterations
1 回表示 (過去 30 日間)
古いコメントを表示
I have the follow code to model a brownian motion (from http://ac.aua.am/tigran_bunarjyan/Public/NA_Monte%20Carlo%20Presentation.pdf) but I want to plot for all the steps, ie have step=500; lines of brownian motions plotted on the same graph. I have read and watched so many tutorials but everything I have tried crashed matlab.
clear all
clc
S=100;
sigma=0.3;
T=1.2;
r=0.05;
step=500;
dt=T/step;
sqdt=sqrt(dt);
rr=randn(1, step);
St=S;
stockPrices=[];
ts=[];
stockPrices(1)=S;
ts(1)=0;
for st=1:step
St=St*(1+r*dt+sigma*sqdt*rr(1,st));
stockPrices(st+1)=St;
ts(st+1)=st;
end
%plot(ts,stockPrices)
title("Stock Price for Day =0...500");
xlabel=("Day");
ylabel=("Price");
3 件のコメント
回答 (1 件)
Gani
2019 年 2 月 21 日
編集済み: Gani
2019 年 2 月 21 日
Check this.
clear all
clc
S=100;
sigma=0.3;
T=1.2;
r=0.05;
step=500;
dt=T/step;
sqdt=sqrt(dt);
rr=randn(1, step);
St=S;
stockPrices(1)=S;
ts= 1:step+1;
for st=1:step
St=St*(1+r*dt+sigma*sqdt*rr(1,st));
stockPrices(st+1)=St;
end
plot(ts,stockPrices)
title('Stock Price for Day =0...500');
xlabel('Day');
ylabel('Price');
2 件のコメント
Gani
2019 年 2 月 22 日
In Mathworks File Exchange there are some Brownian Motion functions uploaded. You can use them. The graphs are in 3-D. You can modify it to 2D if necessary.
参考
カテゴリ
Help Center および File Exchange で Surface and Mesh Plots についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!