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.