Matrix Loop and Labelling

Hi

I am trying to generate paths for stock prices via Brownian Motion. The code works okay (I hope!), but I can't get it to output correctly:

mu=0.10;
sigma=0.05;
N=5;        % Number of time steps
NSim=3;     % Number of simulations
dt=sigma/sqrt(N);
S=zeros(NSim,N+1);
S0=100;
S(:,1)=100; % initial value
for k=1:NSim
    for i=2:N+1
epsilon=randn; 
S(k,i)=S(k,i-1)+S(k,i-1)*(mu*dt+sigma*epsilon*sqrt(dt));
    end
end
plot(S')
xlim([0 N+1]);
xlabel('Trading Days'); 
ylabel('Simulated Asset Price (£)');

However, the plot starts at 1 and finishes at 6. How can I make it start at 0 and stop at 5?

I think something has gone wrong with my loops!

Cheers

Joe

Answer 1

[dpb]

You didn't supply an x to PLOT() so it plots versus ordinal number...

...
x=[0:N].';       % define range of x axis
plot(x,S')
...

[Joe Bannen]

Brilliant!

Many thanks

Joe