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Monte Carlo simulation in excel
Hi guys,
I have a practical problem for you.
There are 255 daily qoutations of a stock, and the distribution of the qoutes changes is normal.
I want to construct a Monte Carlo simulation of the stock qoutes changes using rand() function in excel generating 5000 records using the exact function min+rand()*(max-min).
The random numbers are in the range 0-1, so my expectation is that the generated 5000 otcomes are normally distributed as the input (the initial qoutes) but in fact it is not.
Am I wrong in steps taken or my expectation is corrupted?
An on the real topic:
Level I - too many pages, nothing difficult
Level II - started "THE BIG BOOKS" yesterday. Ethics the same as level I by now.
Thanks for answers in advance. |
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