Free · Interactive · No signup required
Monte Carlo Simulator
Visualise how stock prices evolve under different stochastic models. Choose from Geometric Brownian Motion, mean reversion, or jump-diffusion - adjust parameters and watch paths generate in real time.
Model
The classic model used in Black-Scholes. Prices follow a log-normal distribution with constant drift and volatility.
Parameters
100
0.08
0.20
1.00 yr
252
50
Choose a model and parameters
Click Simulate to generate paths