劉子鳴蒙地卡羅模擬資產價格

切割期數

以上程式碼

.<STYLE>H1{BACKGROUND-COLOR:GREEN;COLOR:WHITE;TEXT-ALIGN:CENTER;PADDING:1PX;BORDER:SOLID BLUE 10PX;}

SELECT{FONT-SIZE: 1.5EM; BACKGROUND-COLOR: LIGHTGREEN;LINE-HEIGHT:1;}

BUTTON{FONT-SIZE: 1.5EM; BACKGROUND-COLOR: YELLOW; WIDTH: 100PX;}

P{FONT-SIZE: 1.5EM; BACKGROUND-COLOR: LIGHTGREEN;}

</STYLE>

function MY(n){

const step = 600.0 / n;

const stdev = 100.0 / Math.sqrt(n);

let x = 0;

let y = 200;

const canvas = document.getElementById("Canvas");

const Brownian = canvas.getContext("2d");

Brownian.beginPath();

Brownian.moveTo(x, y);

for (let i=0; i<n ; i++){

x += step;

y += stdev * Gaussian();

Brownian.lineTo(x, y);}

Brownian.strokeStyle = "blue";

Brownian.lineWidth = 3;

Brownian.stroke();

}

function Gaussian() {// Box-Muller 法

const a = 1 - Math.random(); //區間[0,1)改成(0,1]

const b = Math.random();

const z = Math.sqrt(-2.0*Math.log(a))*Math.cos( 2.0*Math.PI*b);

return z;

}

</SCRIPT>

<H1>劉任昌蒙地卡羅模擬資產價格</H1>

<P>

</P>