Stock Market Valuation using Monte Carlo Simulation

Siddiaui, Sehba Shahabuddin; Patil, Vandana A.

doi:10.1109/icctct.2018.8550864

Cited by 3 publications

(1 citation statement)

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“…The conclusion is that the Monte Carlo method can be used to determine the price of financial derivatives (Rebentrost et al, 2018) as well as for stock market valuation (Siddiqui, Patil, 2018) and for forecasting (Estember and Maraña, 2016). One of the best examples of predicting research, estimating and comparing the predictive power of the Monte Carlo simulation technique in predicting randomly selected 10 listed shares on the SET50 stock exchange of Thailand (Parungrojat & Kidsom, 2019).…”

Section: Literature Reviewmentioning

confidence: 99%

The volatility of stock market returns: Application of Monte Carlo simulation

Ilić¹,

Digkoglou²

2022

Econ Sust Dev

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Stock exchange is the "mirror" of the economy and helps industry (and commerce) to accelerate the development of the country. The prices on the stock exchanges increase or decrease over the particular period and that rate represents stock market volatility. Higher stock price volatility is often associated with higher risk and indicates future fluctuations to investors in order to evaluate them. Predicting future stock price volatility can provide important information to market participants and enable them to make adequate decisions. The aim of this paper is to evaluate the stock price volatility of the Apple Company using the Monte Carlo simulation.

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Section: Literature Reviewmentioning

confidence: 99%