Hello all,

Can some tell me how to generate a brownian motion in Excel?

I have to generate the values of the brownian motion at points $\displaystyle t_i = \frac{i}{100}$ i = 0,...,100 and plot them.

Assume there are independent and normally distributed so that:

$\displaystyle B(t_{i+1}) - B(t_i) = Z_i\sqrt{t_{i+1} - t_i}$ where:

$\displaystyle Z_i$ is a sequence of standard normal variables.

Hope you can clear this up. Im not much of a tech nerd! Thanks!