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Student Support Forum: 'Help with Wolfram Finance Platform.' topicStudent Support Forum > General > "Help with Wolfram Finance Platform."

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Milan
05/20/13 11:19am

Hi, I have the following Problem.
I tried to track the tasks provided by “Wolfram Finance Platform: Quick Start”. More Precisely I have a problem concerning the chapter “Forecast Future Stock Prices – Brownian Motion”.
I even coped the commands provided by Mathematica and it still didn’t work. So the thing is, I am using Mathematica 9, and I just copied the following commands, which worked perfectly at the beginning:
So those commands work well:
BrownianMotion[period_,"steps_Integer:" 1000,"init_:" 0]:=Accumulate[Prepend[RandomVariate[NormalDistribution[0,Sqrt[period⁄steps]],steps],init]]
ListLinePlot[BrownianMotion[1,1000],AxesLabel→{"Time",B_t},PlotLabel→Style["Stochastic Brownian Motion",Bold],BaseStyle→style]
BrownianMotionPaths[period_,"steps_Integer:" 1000,paths_Integer,init_List]/;(Length[init]==paths)≔Transpose[
Accumulate[Prepend[RandomVariate[NormalDistribution[0,Sqrt[period⁄steps]],{steps,paths}],init]]]

brownianPaths=ListLinePlot[BrownianMotionPaths[1,1000,50,ConstantArray[0.5,50]],AxesLabel→{"Time",B_t},PlotLabel→Style["Stochastic Brownian Motion Paths",Bold],BaseStyle→style]

GOOGExpRet=Mean[FinancialData["GOOG" ,"Return" ,DatePlus[-365],"Value" ]];
GOOGPrice=FinancialData["GOOG" ];
GOOGVol=FinancialData["GOOG" ,"Volatility50Day" ];
ListLinePlot[GOOGPrice(1+GOOGExpRetConstantArray[1,251]+BrownianMotion[1,250]GOOGVol),AxesLabel→{"Time",S_t},PlotLabel→Style["Simulated Google Price",Bold],BaseStyle→style]

HOWEVER NOW The problem begins:
ListLinePlot[GOOGPrice(1+GOOGExpRetConstantArray[1,{50,251}]+BrownianMotionPaths[1,250,50]GOOGVol),AxesLabel→{"Time" ,S_t },PlotLabel→Style["Simulated Google Prices" ,Bold],BaseStyle→style]

As soon as I enter the last command I only get an empty coordinate system. I tried to google what the problem is but I couldn’t find any possible explanation.

Please also look at the attached nb. file.

Could anyone of you please try to enter the codes above and to tell me if they work? Or could you maybe have an idea why it’s not working? Or could you tell me where I can find some help concerning my problem?
Thank you a lot in advance for your help


Attachment: Wolfram Finance 1.nb, URL: ,

Subject (listing for 'Help with Wolfram Finance Platform.')
Author Date Posted
Help with Wolfram Finance Platform. Milan 05/20/13 11:19am
Re: Help with Wolfram Finance Platform. Bill Simpson 05/20/13 1:39pm
Re: Re: Help with Wolfram Finance Platform. Milan 05/21/13 08:51am
Re: Re: Re: Help with Wolfram Finance Platform. Bill Simpson 05/21/13 6:38pm
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