Matlab Code for Simulating Wealth Sample Clauses

Matlab Code for Simulating Wealth function [ Wealth ] = SimulateWealth( problem,investment,dt,... initialwealth,initialstockprice,initialliability,Stock,Liability ) u0 = investment; x0 = initialwealth; S0 = initialstockprice; L0 = initialliability; r= problem.r; G b = 1+r*dt; initialbond = x0 + L0 - u0; WealthinBond = G b*initialbond; WealthinStock = u0/S0*Stock; Asset = WealthinBond + WealthinStock; Wealth = Asset - Liability; end
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