Browse Our Courses

Monte Carlo Simulation – Equity – Example

SKU 00046
In stock
Product Details

About the course

The course consists of an EXCEL file that illustrates the simulation of prices for a commodity. The methodology followed in the file is as follows:

  • Simulating commodity prices using Black Schole’s Terminal Price
  • Deriving random numbers, zts, by normally scaling Excel’s RAND() function
  • Generating a path of prices for 10 time steps
  • Determining terminal prices for 25 different scenarios

Learning Objectives

After taking this course you will be able to:

  • Build a Monte Carlo simulation model for generating commodity prices
  • Simulate equity prices


The candidate should be comfortable with basic mathematics, statistics, probability and EXCEL, and have some knowledge of derivative pricing.

Target Audience

This course is for beginners in the finance field.

Save this product for later