Python Code: Geometric Brownian Motion - what's wrong?

Question

I\'m pretty new to Python, but for a paper in University I need to apply some models, using preferably Python. I spent a couple of days with the code I attached, but I can\'t re

Answer 1

An additional implementation using the parametrization of the gaussian law though the normal fonction (instead of standard_normal), a bit shorter.

import numpy as np

T = 2
mu = 0.1
sigma = 0.01
S0 = 20
dt = 0.01
N = round(T/dt)
# reversely you can specify N and then compute dt, which is more common in financial litterature

X = np.random.normal(mu * dt, sigma* np.sqrt(dt), N)
X = np.cumsum(X)
S = S0 * np.exp(X)