Monte Carlo GBM Simulator

Simulate asset paths using Geometric Brownian Motion (GBM). Choose drift (μ) or risk-free rate (r) for risk-neutral analysis.

Initial Spot Price S₀: Drift μ / Risk-Free Rate r (decimal): Volatility σ (decimal): Time Horizon T (years): Number of Simulations: Number of Steps per Year:

Assumptions

GBM model: $dS_t = \mu S_t dt + \sigma S_t dW_t$
Continuous trading, no transaction costs
Constant drift and volatility
Random shocks follow standard normal distribution