New answers tagged excel
1
The code below is part of a VBA project I did to calculate VaR with Monte Carlo returns. If you eliminate the -1 at the end all values are positive. You just need to add your own risk free and standard deviation. Excel RAND() is same as VBA RND().
For i = 1 To 10000
stockReturn(i) = Exp((RiskFree - 0.5 * StDv ^ 2) + StDv * Application.NormInv(Rnd()...
0
You need for Returns = normsinv(rand()) * Sigma + Mu for each period.
Then Price = e(Price-1 + Return) for the Monte Carlo price
enjoy ;-)
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