Hi, I'm currently investigating whether share prices can be successfully be modelled as a random walk and as part of this wish to include a program to generate such walks using maple. I've already been able to produce a program (with some help) where the output is a simple ramdom walk. The inputs I had were the starting value of the walk, the probability of an increase ( where 1 minus this is the prob. of a decrease). how much to increase by at end stage. Only now I've done some research and found that there are two potentially ways of how share price are distributed either normally, or by a scaled t-distribution. Any ideas of how to implement these? Any help is greatly appreciated.

Hi! Basically what I want to do if for Maple to create a random walk based on the following information. Input variables would be the starting value of the walk, a fixed increment by which the value can either increase or decrease, p - the probability of an increase (where 1-p is the probability of a decrease) and the total number of steps/days etc... to apply this over. So basically at each point I want the program to decide whether to increase or decrease (by a fixed amount) based on the probabilities. Is this possible? Any help would be much appreciated. I have some vague knowledge of maple its just the how to apply the increase/decrease according to the probabilties that is confusing.