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1、Page 219 data SIMULATION OF LOGNORMAL RETURNS Runs100,000 00 Starttime13:51:38 Mean10%0.010 Stoptime13:51:41 Sigma30%0.020 Elapsed00:00:030.030 0.040 To run the macro, press Ctrl+a .0.050 0.060 0.070 0.080 0.090 0.10 0.110 0.120 0.130 0.140 0.150 0.160 0.170 0.180 0.190 0.20 0.210 0.220 0.230 0.240
2、0.250 0.260 0.270 0.280 0.290 0.30 0.310.00002 0.320.00004 0.330.00003 0.340.00005 0.350.00008 0.360.00011 0.370.00009 0.380.00016 0.390.00023 0.40.00027 0.410.00037 0.420.00044 0.430.00051 0.440.00062 0.450.00077 0.460.001 0.470.00105 0.480.0012 0.490.00144 0.50.00183 0.510.00192 Page 1 Page 219 da
3、ta 0.520.00266 0.530.00285 0.540.00314 0.550.00327 0.560.00367 0.570.00433 0.580.00493 0.590.00542 0.60.00627 0.610.00679 0.620.00687 0.630.00703 0.640.00857 0.650.0088 0.660.00932 0.670.00987 0.680.01158 0.690.01178 0.70.01239 0.710.01319 0.720.01445 0.730.01445 0.740.01529 0.750.01499 0.760.016 0.
4、770.01737 0.780.01778 0.790.01756 0.80.01832 0.810.01962 0.820.02035 0.830.02042 0.840.02016 0.850.02136 0.860.02146 0.870.02332 0.880.02233 0.890.02373 0.90.02259 0.910.02342 0.920.02413 0.930.02489 0.940.02358 0.950.02434 0.960.02515 0.970.02529 0.980.0248 0.990.02526 10.02527 1.010.02544 1.020.02
5、472 1.030.02526 1.040.02525 1.050.02464 1.060.02603 Page 2 Page 219 data 1.070.0238 1.080.02507 1.090.02488 1.10.02415 1.110.02411 1.120.02381 1.130.02315 1.140.02279 1.150.02286 1.160.02319 1.170.0221 1.180.02225 1.190.02098 1.20.02065 1.210.02051 1.220.02002 1.230.02072 1.240.01976 1.250.01907 1.2
6、60.01881 1.270.01805 1.280.01906 1.290.01822 1.30.01738 1.310.01694 1.320.01708 1.330.0162 1.340.01622 1.350.01536 1.360.01562 1.370.01474 1.380.01467 1.390.01438 1.40.01322 1.410.01287 1.420.01303 1.430.01269 1.440.01258 1.450.01241 1.460.01184 1.470.01122 1.480.01115 1.490.0105 1.50.01001 1.510.00
7、983 1.520.01012 1.530.00975 1.540.00923 1.550.00903 1.560.00822 1.570.00837 1.580.00782 1.590.00818 1.60.00826 1.610.00751 Page 3 Page 219 data 1.620.00689 1.630.00702 1.640.0068 1.650.00642 1.660.00642 1.670.00623 1.680.00581 1.690.00575 1.70.00541 1.710.00535 1.720.00496 1.730.005 1.740.00476 1.75
8、0.00467 1.760.00476 1.770.00417 1.780.00421 1.790.00383 1.80.0039 1.810.00384 1.820.00368 1.830.0035 1.840.00312 1.850.00309 1.860.00289 1.870.00297 1.880.00275 1.890.00282 1.90.00274 1.910.00245 1.920.00227 1.930.00236 1.940.00238 1.950.00233 1.960.00203 1.970.00199 1.980.00183 1.990.00191 20.00193
9、 2.010.00161 2.020.00153 2.030.00169 2.040.00157 2.050.00167 2.060.00138 2.070.00133 2.080.00115 2.090.00126 2.10.00118 2.110.00113 2.120.00113 2.130.00125 2.140.00121 2.150.00097 2.160.0011 Page 4 Page 219 data 2.170.0011 2.180.00092 2.190.00085 2.20.00076 2.210.00085 2.220.00086 2.230.00072 2.240.
10、0008 2.250.00086 2.260.00072 2.270.00054 2.280.00061 2.290.00053 2.30.00066 2.310.00052 2.320.0005 2.330.00053 2.340.00053 2.350.00041 2.360.00039 2.370.00042 2.380.00037 2.390.00043 2.40.00036 2.410.00042 2.420.00039 2.430.00041 2.440.00036 2.450.00033 2.460.00036 2.470.00028 2.480.00029 2.490.0002
11、7 2.50.00029 2.510.00017 2.520.00025 2.530.00012 2.540.00023 2.550.00023 2.560.00016 2.570.00019 2.580.00024 2.590.00017 2.60.00017 2.610.00016 2.620.00016 2.630.00015 2.640.00015 2.650.00019 2.660.00021 2.670.00014 2.680.00011 2.690.0001 2.70.00008 2.710.00015 Page 5 Page 219 data 2.720.00007 2.730
12、.00005 2.740.00007 2.750.00006 2.760.00013 2.770.00007 2.780.00008 2.790.00011 2.80.00006 2.810.00008 2.820.00008 2.830.0001 2.840.00011 2.850.00005 2.860.00008 2.870.00004 2.880.00004 2.890.00009 2.90.00002 2.910.00007 2.920.00004 2.930.00006 2.940.00003 2.950.00005 2.960.00008 2.970.00008 2.980.00
13、006 2.990.00005 30.00006 3.010.00004 3.020.00003 3.030.00003 3.040.00003 3.050.00002 3.060.00002 3.070.00001 3.080.00003 3.090.00004 3.10.00003 3.110.00001 3.120.00002 3.130.00007 3.140.00003 3.150.00001 3.160.00002 3.170.00004 3.180.00002 3.190.00004 3.20.00002 3.210 3.220.00003 3.230.00002 3.240 3
14、.250.00001 3.260.00005 Page 6 Page 219 data 3.270.00001 3.280.00001 3.290 3.30.00001 3.310.00001 3.320.00002 3.330 3.340.00002 3.350 3.360.00002 3.370 3.380 3.390.00001 3.40.00002 3.410.00001 3.420.00003 3.430 3.440 3.450.00003 3.460 3.470 3.480 3.490 3.50 3.510 3.520 3.530.00001 3.540.00002 3.550 3
15、.560.00001 3.570 3.580.00001 3.590.00001 3.60.00002 3.610 3.620 3.630 3.640.00001 3.650 3.660.00001 3.670.00002 3.680 3.690 3.70 3.710.00001 3.720 3.730 3.740 3.750 3.760 3.770.00001 3.780 3.790.00001 3.80 3.810 Page 7 Page 219 data 3.820 3.830 3.840 3.850 3.860 3.870 3.880 3.890 3.90 3.910 3.920 3.
16、930.00001 3.940 3.950 3.960 3.970 3.980 3.990 40 4.010 4.020 4.030 4.040 4.050 4.060 4.070 4.080 4.090 4.10 4.110 4.120 4.130 4.140 4.150 4.160 4.170 4.180 4.190 4.20 4.210 4.220 4.230 4.240 4.250 4.260 4.270 4.280 4.290 4.30 4.310 4.320 4.330 4.340 4.350 4.360 Page 8 Page 219 data 4.370 4.380 4.390 4.40 4.410 4.420 4.430 4.440 4.450 4.460 4.470 4.480 4.490 4.50 4.510 4.520 4.530 4.540 4.550 4.560 4.570 4.580 4.590 4.60 4.610 4.620 4.630 4.640 4.650 4.660 4.670 4.680 4.690 4.70 4.710 4.
