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Matthen

Brownian Stock markets

Jun 4th, 2011
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  1. k = 10^6;
  2. f = Interpolation[Accumulate[RandomReal[{-1, 1}, k]]];
  3. frame[t_] := Module[{z, m, \[Mu], \[Zeta]},
  4. m = k/2;
  5. z = m 2^-t;
  6. \[Mu] = f[m];
  7. \[Zeta] = Sqrt[z];
  8. Plot[f[x], {x, m - z, m + z},
  9. PlotRange -> {\[Mu] - \[Zeta], \[Mu] + \[Zeta]}, Axes -> None,
  10. PlotStyle -> RGBColor[0.8, 0.3, 0.2]]
  11. ];
  12. Manipulate[frame[t], {t, 0, 10}]
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