Suggestions for financial simulation

This is a non-technical question.

I want to do a financial simulation for an upcoming project. I would like to use Monte Carlo method or random walk in a financial application. I am a physics student, so I do not know very much about finance. Can anyone suggest any simple financial applications involving Monte Carlo method or random walk in MATLAB?

Thanks.

Answer 1

[Star Strider]

That is an interesting problem! Use your favourite seach engine (I prefer DuckDuckGo) and search on: financial simulations using physics. I did, and found several interesting links, among which is the Wikipedia article on Monte Carlo methods in finance. I would start there, and follow the links to explore the possibiolities.