python实现简单蒙特卡洛模拟

import numpy as np
import random
def monte_carlo(start_price,days,mu,sigma):
    dt=1/days
    price = np.zeros(days)
    price[0] = start_price
    shock = np.zeros(days)
    drift = np.zeros(days)
    for i in range(1,days):
        shock[i] = np.random.normal(loc=mu * dt, scale=sigma * np.sqrt(dt))
        drift[i] = mu * dt
        price[i] = price[i-1] + (price[i-1] * (drift[i] + shock[i]))
    return price```