PathSim — Monte Carlo Path Simulator

Paths Days S₀ Vol(%)30 Drift(%)8 Seed View

// PATHSIM

StatusReady

TERMINAL PRICE

Mean—

Median—

Std Dev—

Min—

Max—

PERCENTILES

5th—

25th—

50th—

75th—

95th—

RISK METRICS

VaR 95%—

VaR 99%—

CVaR 95%—

Sharpe—

Sortino—

Max DD—

Avg DD—

PROBABILITY

P(profit)—

P(>+20%)—

P(>+50%)—

P(<-20%)—

P(<-50%)—

OPTIONS (BS vs MC)

Call (BS)—

Call (MC)—

Put (BS)—

Put (MC)—

Strike

pathsim v1 // monte carlo
geometric brownian motion
zero dependencies // bbobop.com