On Wednesday, July 29, 2015 at 9:19:19 AM UTC-4, ryguy7272 wrote:
> I am using Spyder Python 2.7. I'm running this sample code.
> import numpy as np
> import numpy.random as npr
> import matplotlib.pyplot as plt
> S0 = 100
> r = 0.05
> sigma = 0.25
> T = 30 / 365.
> I = 1
> ST = S0 * np.exp((r
On Wed, Jul 29, 2015 at 3:19 PM, ryguy7272 wrote:
> I am using Spyder Python 2.7. I'm running this sample code.
> import numpy as np
> import numpy.random as npr
> import matplotlib.pyplot as plt
> S0 = 100
> r = 0.05
> sigma = 0.25
> T = 30 / 365.
> I = 1
> ST = S0 * np.exp((r - 0.5 * sigma
I am using Spyder Python 2.7. I'm running this sample code.
import numpy as np
import numpy.random as npr
import matplotlib.pyplot as plt
S0 = 100
r = 0.05
sigma = 0.25
T = 30 / 365.
I = 1
ST = S0 * np.exp((r - 0.5 * sigma ** 2) * T + sigma * np.sqrt(T) *
npr.standard_normal(I))
R_gbm = np.so