Geometric Brownian
Calculate Geometric Brownian instantly with the exact formula and a worked example. Free online calculator — no signup.
Geometric Brownian
S₀
μ (drift)
t (yrs)
E[S_t]
105.1271
S₀
100
μ
0,05
t
1
E[S_t]
105,13
More about: Geometric Brownian
What it calculates
The “Geometric Brownian” calculator computes E[S_t] from 3 parameters: s₀, μ (drift), t (yrs).
A core calculation for studying, engineering tasks, and checking solutions.
Example calculation
With parameters S₀ = 100, μ (drift) = 0.05, t (yrs) = 1 the result is 105.13 (E[S_t] = S₀·e^(μ·t)).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.