Computational Lab / Experiment

Monte Carlo simulation

Generate reproducible stochastic paths and inspect finite-sample behavior.

Interactive model

Terminal mean 113.1695% CI 103.78 – 122.54

Geometric Brownian motion: dS/S = μdt + σdW, S₀ = 100, μ = 5%/year, σ = 20%/√year, T = 1 year. Euler exact log-step; confidence interval describes Monte Carlo sampling error under the chosen finite path count.

Model & assumptions

Geometric Brownian motion with constant drift and volatility. It is a mathematical demonstration, not a forecast.

All displayed data are synthetic. They are never presented as observed market measurements.